Welcome to the CCX community
I used CCX explicit in my Masters thesis, so I may be able to share some thoughts.
The explicit solver CCX uses an explicit form of the alpha algorithm (http://doi.wiley.com/10.1002/eqe.4290180505). You can find more details of the algorithm implementation in the book of Dr. Guido Dhondt, the main developer of CalculiX. (https://onlinelibrary.wiley.com/doi/book/10.1002/0470021217)
I have no experience with the explicit solver from ABAQUS, but from what I have heard from other users its fast, but not in the league of ABAQUS… yet The GPU applications of CCX are limited currently to the solution of linear systems. Since explicit solutions do not use this (since the mass matrix is diagonalized), CCX explicit cannot benefit from it so far. Let’s hope this changes in the future.
In my experience with CCX, is less hassle to use it in Linux, since the original code is developed in Linux. Compiling it with the Intel software (which now is free by the way!!) provides some speed up against GCC.
I would suggest you to use the most recent versions since in the last couple of years there were some changes to the explicit solution algorithm. In Windows its a good idea to use the binary of v2.17, as mentioned by @dichtstoff.