I'm trying to setup DirectX on Visual C++ 2010 express. I do not have the SDK installed and could not figure out where to download it. I'm running Windows 7
The DirectX SDK is now obsolete, all DX content is now folded into the Windows SDK but if you've got Visual Studio 2012 and onward it's included already. http://msdn.microsoft.com/en-us/windows/hardware/hh852363