If you have the camera in hand you see the end of the focus knob is a black disk. That whole disk actually just screws off. Then underneath you see the regular battery cover you have to unscrew with a coin. Then you have to turn the focus knob till the hole lines up with the battery compartment which is spring loaded and the battery will jump up out of the hole a little and you can grab it.
I don't know if it is true with all FXs or GXs but when I have the battery in my camera, when I am focusing, I can feel in the knob when the hole in the knob passes over the battery compartmen as I turn the focus knob. It is right at about the 1.5 meter focus distance. It feels like a bump in the road there. For the longest time I thought there was a hitch in my focus rail. I even talked to a repairman trying to figure out why my focus had a little bumpitybump at a certain point. I finally figured out it is the lid to the battery compartment. Annoying as hell if you ask me but fortunately I don't use camera meters so I don't keep the battery in the compartment so there is no little bumpitybump in the road.