Then, go check out the DirectX Tool Kit and it's tutorials. For C++ development, you need to add C++ via the custom install which will also add the Windows 8.1 SDK. The best way to get started with DirectX 11 development today is to install Visual Studio 2015 Community, Professional, or a higher edition. They often make use of D3DX11 which is now deprecated (see Living without D3DX for a list of replacements) and either D3DXMath or XNAMath which have both been replaced by DirectXMath. Unfortunately, most of the DirectX 11 tutorials and books were written for the old DirectX SDK and never updated for the Windows SDK.

See Where is the DirectX SDK? and Not So DirectSetup. That all changed in late 2010 when the DirectX SDK was deprecated and the core headers, libraries, and tools were integrated into the Windows SDK version 8.

For a very long time, the DirectX SDK was what you downloaded and installed so a developer could get the headers, libraries and tools to write DirectX apps. The 'DirectX Runtime' is part of the OS, not the 'DirectX SDK'.

Directx 9 sdk windows 7 64 bit