DirectX & Windows Versions: DirectX 12, 11, 10, & 9
DirectX 12 is included with Windows 10 and is only supported in that version of Windows. Updates to DirectX 12 related files are only available via Windows Update.
Note: No standalone version of DirectX 12 is available. It's unclear at this point if DirectX 12 will also be made available for previous versions of Windows, like Windows 8, 7, or Vista.
DirectX 11.4 & 11.3 are only supported in Windows 10. Like with DirectX 12.0, updates are only provided via Windows Update.
DirectX 11.2 is supported in Windows 10 and Windows 8 (8.1+) only. Any updates to DirectX 11.2 related files are made available in Windows Update in those versions of Windows. There is no standalone download available for DirectX 11.2.
DirectX 11.1 is supported in Windows 10 and Windows 8. Windows 7 (SP1) is supported as well but only after installing the Platform Update for Windows 7.
DirectX 11.0 is supported in Windows 10, Windows 8 and Windows 7. Support for Windows Vista is available but only after a platform update. Get the 32-bit version here or the 64-bit one here.
DirectX 10 is supported in Windows 10, Windows 8, Windows 7, and Windows Vista.
DirectX 9 is supported in Windows 10, Windows 8, Windows 7, Windows Vista, and Windows XP. If you have a program that calls for a DirectX 9 file in Windows 10 or Windows 8, installing the downloadable version (the process above) is the way to solve that problem - it will not "downgrade" your DirectX 10/11/12 install! This is also the latest version of DirectX that's compatible with Windows XP.