DLL

A Dynamic Linked Library (DLL) is a library of code. A DLL is produced by precompiling a collection of programming procedures/methods. These methods can then be used by another program by linking to the precompiled DLL and calling the methods/procedures.

A DLL is similar to an exe but is not directly executable. Functions in the DLL are called from the main exe. It provides a way to split what would be a very large exe into an exe plus one or more DLLs.

DirectX

DirectX is a set of DLLs that software developers can use when creating their programs. While any Windows-based software program can include DirectX commands, they are usually used in video games. For example, developers may use DirectX for controlling video playback, sound effects, and peripheral input (such as a keyboard, mouse, or joystick). By incorporating DirectX functions into a computer game, programmers can use predefined commands to manage the video and sound of their game, as well as user input. This makes it easier for programmers to develop video games and also helps the games look more uniform, since DirectX games use many of the same commands.

Technically, DirectX is known as an application programming interface (API), which consists of predefined functions and commands. In order to create programs that use DirectX, software developers must use the DirectX Software Development Kit, available from Microsoft. However, most users need only the DirectX "End-User Runtime" installed on their computer in order to run DirectX-enabled software. The DirectX API is available for Windows software and Xbox video games.