Project Properties -> Linker -> General: Additional Library directories.
Project Properties -> Linker -> Input: Additional Dependencies ( d3dx9.lib,d3d9.lib )
Project Properties -> C++ -> General :Additional Include directories.
Might be missing something. I'm going to assume you don't actually know C++ ( or what ever language you're doing this in ) and just copy and pasting stuff. Otherwise, you should know this. I would advise starting from the beginning, this won't get you far.