You need to be VirtualBox installed, and the open Terminal into diretory where VHDX file is located and run
VBoxManage clonehd inputfile.VHDX outputfile.vdi --format VDI
And when the file is converted, import that file into VirtualBox
If that Windows is been into dual boot, you need to remove grub using lilo, like
sudo apt-get update
sudo apt-get install lilo mbr
sudo lilo -M /dev/sda mbr
An another way to boot Windows is to use grub4dos iso
PS. Windows must be re-activate if it is used into VirtualBox.