You should connect the VBUS pin of FX3 to the VBUS from the upstream. This is to detect host connection/disconnection. The rest of the supplies can be externally powered by using the external supplies you have on board.
You can refer to the schematics of the FX3 development kit (not the explorer kit !) for reference. Here you have the option to use a self powered design.
You can download the schematics here: