The cross correlation indicates how much X and Y are related and in particular how much variable Y lags with respect to X.
In the diagram you see that there is a peak is about 5 months.
This means that Y is similar to X, but lags about 5 months behind X.
This is not very clear though, because we see a high correlation between 0 up to 33 months.
However, we see specifically that Y is not really ahead of X, since the cross correlation is low there.
The LAG of 33 that you specified limits the graph to 33 months behind up to 33 month ahead.