During our program installation, if the installer detected there is no DirectX 9 currently being installed, then it will prompts for the installation.
Installing DirectX 9.0 will not harm your computer in any way and it can be safely installed alongside the latest version of DirectX 10/DirectX 11/DirectX 12 since they are independent program and can be co-exist together.
In another word, even if there is DirectX 10/DirectX 11/DirectX 12 exists on your computer, you still need to install DirectX 9 as per the system requirement.
Alternatively you may find DirectX 9 from below link: -
http://www.microsoft.com/en-us/download/details.aspx?id=35