Microsoft DirectX is an advanced suite of multimedia application
programming interfaces (APIs) built into Microsoft Windows; operating
systems. DirectX provides a standard development platform for
Windows-based PCs by enabling software developers to access specialized
hardware features without having to write hardware-specific code. This
technology was first introduced in 1995 and is a recognized standard
for multimedia application development on the Windows platform.
You would only want to install this in Wine if you planned on doing any DirectX development inside of Wine.