I assume the FBX is of a rigged character? That is important.
3DXchange will import the FBX as a prop, but you then have the option to convert to a so-called non-standard human character. What this does is mapping the bones of your model to something iClone can work with.
3DXchange has some built-in profiles to make this conversion easy. If it's DAZ Genesis, iClone will recognize and offer to do the conversion. There are also profiles for 3DS Max and Maya. If there is no profile then you would need to do this by hand.
You will then need to map facial bones as this will be required for facial animation; some further steps are needed to enable lip-synching. It's a bit much to explain everything here, but the bottom line is that that you need to "prepare" your FBX character in 3DXchange after which you can import into iClone.
Lip-sync animation is quick and easy once the character has been converted, but that in itself takes some work.