I could not convert the objects of the program who had a mxCell inside using JAXB, so the solution for me was use the JgraphX "getXml" to convert the graph elements and the values of each cell. After that I get the value of the cells and use at my code.
The code to pass the graph to xml:
mxCodec codec = new mxCodec();
String xml = mxXmlUtils.getXml(codec.encode(graph.getModel()));