New
#11
DirectX has been included in Windows since before the release of XP.
The last version of Windows to be released with Dx9 was XP - Vista had Dx10, and Win7 has Dx11. Win8 has Dx12
All are backwards-compatible with Dx9
The problem is software related - earlier software may only be able to cope with the Dx version it was designed for. You may be able to run such software in Compatibility mode - which will switch the Dx version back to the one appropriate for that OS.
There is no point in attempting to install Dx9 in a later system - all you do is run the risk of corrupting that system.