[Legion] CM weapons get added to the xmog tab like every other item.
I'm not sure if this has been a question for anyone else, but today I was able to confirm that the Challenge Mode weapons are xmog-able on any other character on your account. I've been keeping an eye out for this info because I've wanted to make sure that the xmog items would have no requirements in the appearances tab and afaik, today was the first day that we could test the challenge mode gear.
As soon as I was able, I copied my CM Gold hunter to the PTR, logged in to make sure all of his equipped gear was "learned" by the appearances tab and made another hunter that was able to transmog his gun to the CM gun. It appears that you can't buy the CM weapons on the PTR (the NPC that sells them is missing), so I guess we'll have to wait and see if we can still purchase them after patch 7.0.3 drops, but I have confirmed that any CM items you have on you when the patch drops will be added to appearances with no requirements to transmog them across your account.