This is a generic bug report. Currently many DirectX based files and libraries are missing headers and defines. I will separate this based on Verions, but it's worth noting that others might appear with windows 8 or newer.
DirectX9 or older has the following files missing headers... dsound, d3d8, and a few other parts.
DirectX9 or older missing Headers and libraries... d3dx9, xinput.
DirectX10 is missing all headers and libraries (d3d10, d3dx10, etc )
DirectX11 is missing all headers and libraries (d3d11, d3dx11, direct2d, etc)
Currently, the Directx9 missing elements are old, but have a lot of use in current systems. Currently a quick fix is to merge the various elements from either wine or mingw64. Mingw64 would probably be the better of the two since it includes a lot of the defs and headers only. Also, both of these include the msvcrt "secure" changes to libc.
For Directx10 and 11, the header problem is solved with the previous suggestion, but there is a few missing libraries.