1. First confirm in the control panel whether to install Microsoft DirectX SDK (June 2010), if no you can go to https://www.microsoft.com/en-us/download/details.aspx?id=6812 to download.

After installation d3dx9.h file in: D:\Program Files (x86)\Microsoft DirectX SDK (June 2010)\Include

2. Set the path.

Project — Properties — c/c++ — General — Additional header files (the first line is) enter here which file you are located in the directory, multiple directories separated by a semicolon, that is, enter: D:\Program Files (x86)\Microsoft DirectX SDK (June 2010)\Lib\x86\Include