@lis Yes, CDD is only possible with Rasa X (Note: Rasa X with CDD is only possible whilst installing the rasa x on server side + connecting the GitHub repo; not work on local installation ) and you can track the conversation of bot/user and annotate the data which is not in the training example.
Ref Video : Conversational AI with Rasa: Conversation Driven Development & Rasa X - YouTube
On the otherhand, if you want to track the bot/user conversation from the tracker store, you can archived that, but when storing the conversation in MySQL or Postgres the data column is in JSON format and it will be very hard to read and extract the information, for that you need to write python script to extract the data from metadata (JSON format), please see this thread of yours how you can store the conversation in database : Which tracker store does rasa x use to keep a track of conversations? - #3 by nik202
I hope this will help you, if you have any further doubt please share with us. Good Luck!