It just seems like a bunch of demos to me. Do I need other software?? than you.

dx is just a library you include wiht your programs, its not a "game maker" you have to know a language first to use it

I know, that I''m trying to find a downloadable book,but I can''t find one.

There are some tutorials inside the DX8 SDK directory that can help you get
started, and you have the source code to all the demos, so you can study from them.
Good Luck

KaMiKaZe