Make sure you have the correct DirectX SDK installed and add the lib / include folders to your project build settings.
I obviously don't know what version you're using, let alone if it came with the DirectX SDK in the release you're using. If the release came with the SDK, you'll need to validate the path is correctly set for lib and include folders.
So you'll have to sort that out yourself.
Don't PM me or ask me to go into details, I was just passing through the section. Nothing more or less.
Others will surely be checking this section regularly.
Leave any further questions in the thread and await their replies.