I just build my first pc and I know it can run rainbow six siege but when I try to launch it, it says my graphics card does not support Directx 11 but I searched dxdiag and it says I have Directx 11
DXDiag is telling you that you have dx11 installed. DX11 is backwards compatible. It doesn't mean you graphics card can support all the features. What graphics card are you using? what are the rest of your system specs.