ColdFusion provides two JavaScript objects, WddxSerializer object and WddxRecordset object, that you can use in JavaScript to convert data to WDDX. These objects are defined in the file webroot/cfide/scripts/wddx.js.
The CFML Reference describes these objects and their methods in detail. The example Transferring data from the browser to the server shows how you can use these objects to serialize JavaScript to WDDX.