How do I convert SHX to shp?

Could you please elaborate on the process of converting SHX files to SHP files? Are there any specific software or tools that are recommended for this task? Additionally, are there any potential issues or challenges that one might encounter during the conversion process, and how can they be addressed? Finally, is there a step-by-step guide or tutorial available that can assist in navigating the conversion process? Thank you in advance for your assistance.