The DirectX SDK is included within the Windows SDK, in all versions past Windows SDK v8. Normally, the Windows SDK is installed with Visual Studio (any version past Visual Studio 2012), however, it can be installed separately. Previously, the DirectX SDK was available as a separate installation, the last separate release was made June 2010. Using these SDKs, developers can target Direct3D 9.0c, 10.x and 11.x. Direct3D 12.0 can be targeted only with the Windows 10 SDK.
The DirectX end-user runtime is now distributed through Windows Update. Since Windows 7, this is the only method of installing or updated DirectX – there are no standalone runtime installers available. For other versions of Windows, see here.
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Getting started with directx – Installation or Setup - CodeDay