Specify a directory and extract the files. On the Standalone installer, after you run it, it will ask you to specify a directory where the installation files should be extracted. You can download the latest version of DirectX 9.0c, the June 2010 update (now called the 'legacy DirectX SDK' by Microsoft), from Microsoft's website: Standalone Installer / Web Installer. Maybe it is also possible to just install the latest one from June 2010, i'm not sure if it contains the earlier versions too. This gives you a clue of what to search for, the keywords directx Mar2009 lead me to the microsoft download page. The list below shows the available DirextX-9 versions, the version can be found at the third column. If the missing file is for example d3dx9_41.dll, it means that DirectX-9 version 41 is required.

To find the correct version i analyzed the error message.

The exact version depends on the file which is required by your application, in my case it was directx_mar2009_redist.exe. You can download the 'DirectX end user runtimes' from Microsofts website. Had the same problem when i tried to run an older game on Windows-10, it complained about a missing dll d3dx9_41.dll.

Download directx 9.0 c