CGX emulation (up to v3 at least) is simply built in. Just run your CGX application - as long as it doesn't explicitly use any CGX v4 stuff (of which simply opening the cybergraphics.library seems to be the main thing) it will be fine.
As for which is better, in all honesty they are largely the same. They both provide RTG, direct to surface rendering for software that needs it, basic blitter accelerated operations etc.
Neither are particulalry great on the hardware acceleration front but they are much faster than native screenmodes for virtually all normal tasks. This is not so much a bad reflection on them, but on the original graphics.library they patch into.
