To find what version of DirectX you are running, open your Start Menu and type "dxdiag" into the "Search programs and files" box. Press return and a dialog will pop up giving you details of your DirectX (if this doesn't happen then you don't have DirectX installed).
To download the latest version, go to this useful web site
(you'll find it very useful for all sorts of queries) and type DirectX into the search box. This will bring up a list of several web sites. The first one listed contains DirectX downloads.