I've never heard of escape 40x, but 4X applied to games in general stands for eXplore, eXpand, eXploit and eXterminate. The term was originally coined in a review of Master of Orion, but the Civilization series is also a prime example of the genre.
Generally in a 4X game there are multiple goals that count as victory conditions, so you can choose the one that's most compatible with your play style.
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