The DXUT Framework requires you to define a number of functions in order to plug into it. Each of those names - IsD3D9DeviceAcceptable, OnD3D9LostDevice, ModifyDeviceSettings, and OnFrameMove - are functions that YOU need to define in your code. The signatures are as follows:
static bool CALLBACK IsD3D9DeviceAcceptable( D3DCAPS9* PCAPS, D3DFORMAT AdapterFormat, D3DFORMAT BackBufferFormat, bool bWindowed, void *pUserContext);
static void CALLBACK OnD3D9LostDevice( void* pUserContext );
static bool CALLBACK ModifyDeviceSettings( DXUTDeviceSettings* pDeviceSettings, void* pUserContext );
static void CALLBACK OnFrameMove( double fTime, float fElapsedTime, void* pUserContext );
So in the first function you determine if the d3d9 device will work for your program or not, and return true if it does. In the second you tell it what to do if it loses the device (if someone minimizes the screen for instance). In the third you allow the user to change the device settings, and.... I'm actually not too sure about the fourth, I use DXUTOnFrameRender instead.
It's annoying that Microsoft took down the documentation for the DXUT library. If you Google any of those function names you'll find the Japanese version of MSDN, which somehow survived the purge. If you really want a complete example of the DXUT library in use, try the Game Coding Complete code:
http://code.google.com/p/gamecode4/
The file GameCode4.cpp is the initializer, where they use these function declarations just like you typed them in. The bodies of the user-defined functions are in gamecode.cpp and gamecode.h
I believe the DXUT tutorials are also in the DirectX SDK for DX9