Re: "Direct X" ....
"Microsoft DirectX is a collection of application programming interfaces (APIs) for handling tasks related to multimedia, especially game programming and video, on Microsoft platforms." Source: Wiki
In simple words it's a set of files which is provided by microsoft itself for it's OS and these files are essential for games. As sam has already told you even though intel's onboard GPU supports the latest DirectX 11, you won't be able to utilise it with any of the games because the onboard GPU is just not powerful enough. Almost all the recent games will only run in lowest settings with few exceptions at medium.