Locate the game folder you transferred to the Xbox. There should be a default.xex file inside, launch it from FSD or XEXMenu. The game should start.
I have however experienced that some XEX files don't work from the external (USB0:) but when you transfer them to internal (HDD1:) they work.
Try both locations, move folder to HDD1: if the says something about you need to re download game.