On discussing empirical studies
If the studies used in study X are relevant for the  discussion you are writing - and not just because the author of study X cited them, you should cite them individually. 

However, as you are writing  a academic text, you should at least put some effort into contextualising methodology of other stories. The extend of this would of course depend on the overall relevance of study X to the main argument of your own paper.

Citing a work can mean two things:


a merely mechanical notice saying you have read a particular text and used some idea and/or wording from it
a complex statement on the orientation of your research, for example what research tradition, school or network you follow


So if you would like to quote your study X (as it is nicknamed in the question) simply for referencing a source on a statement, it would be enough to quote study X and not the underlying works.

However, if the underlying works of study X are important in the argumentation where you cite them in - for example in a discussion - it would be a good thing to show you have read and reflected on the literature the study X is based on.