the first thing to note for your understanding is:
While using the same cryptographic principles, there are two different format specifications for end-to-end cryptography objects like certificates and cyphertext.
When creating a CMS object by encrypting to an x509 certificate,
you cannot decrypt it with an OpenPGP engine, because that is the wrong “format”.
However GnuPG (the crypto engine coming with Gpg4win) can handle both CMS and OpenPGP. So yes you could add the necessary private keys for x509 to GnuPG and use the command line or other Ggp4win components to decrypt CMS objects. Note that this configuration usually is advanced, because of the great variety of CMS based standards
makes it hard to configure what you actually want. But it can be done, see here for some hints for older versions of GnuPG https://wiki.gnupg.org/X.509