MySQL Server version:

 Ubuntu: 5.7.23-0ubuntu0.18.04.1-log (Ubuntu) 

Mysql installed using apt-get

 mysql> INSTALL PLUGIN mysqlx SONAME 'mysqlx.so';
 ERROR 1126 (HY000): Can't open shared library '/usr/lib/mysql/plugin/mysqlx.so' (errno: 2 /usr/lib/mysql/plugin/mysqlx.so: cannot open shared object file: No such file or directory)