Even if you have a high-end PC with DirectX 12, those modern files do not replace the specific, version-coded DLLs contained in the June 2010 update. Installing this package your current DirectX version; it simply adds missing legacy files "side-by-side" with your current ones. Web Installer vs. Full Redistributable

The June 2010 download is a self-extracting archive, which means the process has two steps: DirectX End-User Runtimes (June 2010) - Microsoft

"The application has failed to start because d3dx9_35.dll was not found"