Ah yep, you're looking for the smart port cable. Those cables, I thought, come with the X8R (and all FrSky receivers) -- I have a box full of them as I don't really use the smart port for all my builds (only the multirotors and a calypso glider with the vario sensor use the smart port). It's a really tiny cable, so it might still be in the plastic "blister pack" that the RX came in. If not, it might have been an oversight and your vendor should be able to send you one. Heck, I can pop an extra one I have in the mail for you if you're in the US (send me a PM).
BTW, if connecting to the FC, and assuming you are already connected to the FC from SBUS or PPM pins, you may be able to get away with a single wire connection. I have a single wire from the smartport connected to my naze32 controllers for the telemetry feedback. I just popped the pins/wires out of that connector for the other lines I didn't need. You really only need TX connected.
Best,
Dave