hi Komil13
What language will you be programming the tag in? If you're just talking about referring to CFM files via <CFX_myfile> im not sure there is such a way to simulate a query.
If however you're writing this in C++ there's a way to create a QUERY instance:
// create a CF query object called NEWQUERY, then add one empty row
CCFXQuery *query = req->AddQuery("NEWQUERY", "FirstName,LastName"

;
int row = query->AddRow();
//run an update for row:1 column:FirstName
query->SetData(1, "FirstName", "Jack"

;
//run an update for row:1 column:LastName
query->SetData(1, "LastName", "Black"

;
Im not a C programmer but this is pretty basic. Hope this helps, let me know if you get it to compile, and are able to add this CFX tag.
nic