gave a good overview here
, so read all the info and ask before you brick your HDX! If you don't follow the procedure 100% correctly, you will brick your HDX! @tropicallazerbeams
also linked to YouTube videos about Safestrap usage and installation of custom ROMs. Regarding the ROMs, read the installation requirements carefully! Not all ROMs are Safestrap v4 compatible (e.g. CM12 and SlimLP which require an unlocked bootloader).
Note that you must keep WLAN off/flight mode active during the down-/and-then-update procedure, getting updated by Amazon by OTA will brick your HDX!
I see you're on 4.5.2 already? You can skip the related info then, and go directly to the rooting with Kingroot.
Kingroot requires a short internet connection, so just enable it to root, and disable right after success! Otherwise you will get updated to 4.5.5. and have to do the whole down- and upgrade process again, with all the risks!
After successful rooting you can install Safestrap v4 and use eiter Nexus or CM11. Now while CM11 works in secondary slots it is recommended to use the stock slot due to higher battery usage of secondary slots (Nexus works in the stock slot only - WLAN won't work in secondary slots). Do NOT restore a backup of a secondary slot to the stock slot! This will overwrite Safestrap files and will brick the HDX!
Again: any questions please ask first.