Surveys of the galaxy in X-rays are designed to help to pin down the structure of the hot gas in our galaxy, but also the interactions occurring at the centre, close to the massive black hole at the Milky Way's core. Large scale surveys help in determining the demographics of some of the X-ray stellar objects, e.g. binaries and cataclysmic variables.
The diffuse emission from the Milky Way arises from a tenuous plasma which forms part of the Inter Stellar Medium (ISM). This has been observed in other galaxies, mainly large elliptical galaxies which are close by. At low energies the ROSAT All Sky Survey mainly picked up the emission from the galaxy, and the X-ray Background seen on the image of the moon here is mainly the galactic component.
The Solar System lives in a hot "local bubble" and so all lines of sight see this hot gas. However, there are some regions where there are dark clouds and these create shadows of themselves against emission regions which are further away. When looking towards Cygnus, there are signatures of hot gas escaping the disc of the galaxy - known as the Cygnus Superbubble. Analyses of this gas help in pinning down its origin and what heats it. Some may be heated by supernovae, however, parts of the gas are not in the correct state for this to be the case; one of many unanswered questions.
There is also emission coming from the very centre of the Milky Way. There are large volumes of space surrounding the X-ray source which corresponds to the massive black hole (Sagittarius A*). There are two gas types - a hot one and a warm one. The hot gas is too energetic to remain in our galaxy, and nothing has been found that could heat it. Some of the gas may be reflecting light from an outburst in the past - a light echo, but this is not certain as yet.