OK. So, during parsing, a Jelly program is converted to links which are then chained together. The links are put onto a stack of links (functions, essentially). When a quick is encountered, it will pop off a number of links and push a new link with a different function. So, putting € after a link will remove that link and make its function to apply the original link's function to each element in whatever iterable it receives as an argument.
Let's say you have concat. If you're given ["a", "b"] as input and you concat("c"), you get ["a", "b", "c"]. However, if you map over concat("c"), you get ["ac", "bc"] because you're applying to every element in the array.
Firstly, you are mapping over concat("\\"). Since that means you have a dyad (concat) followed by a nilad (string literal), you need to combine them into a monad. How do you combine two links into a monad?
now: Draw an X with odd-length diagonals, using space as padding and a consistent non-whitespace char as the X. You won't have to handle even lengths. Example for f(7): X X X X X X X X X X X X X