Installing the most recent updates for Windows usually fix a DirectX problem you're having—such as dsetup.dll errors—or improve performance in your games and graphics programs.
DirectX is an integral part of your operating system and is installed by default in all modern Windows operating systems, so you won't need to install it manually.
The differences between DirectX 11 and DirectX 12 are pretty significant. Consider using DirectX 11 if you're experiencing issues with the game, as it provides a much smoother framerate for low-to-midrange PCs.
If you can't find an option to change the DirectX version from 12 to 11 or vice versa, you will have to manually adjust it in the game's configuration files.
Leave a comment for which game you would like to disable DirectX 12 or visit Support if you need immediate help.