All versions of D3DX are deprecated and not included with the Windows 8.x SDK. This is covered on MSDN and on my blog.
Ideally, you should change your program to not use D3DX. A full list of replacements for D3DX functionality can be found here. In summary: If you are on Direct3D 10, port to Direct3D 11. Then use the wide variety of Direct3D 11 support libraries instead of D3DX:
- DirectX Tool Kit on CodePlex provides replacements for the majority of runtime elements of D3DX such as loading textures, sprite, font, mesh, etc.
- DirectXTex on CodePlex replaces the texture content processing functionality in D3DX.
- DirectXMesh on CodePlex replaces the mesh content processing functionality in D3DX.
- If you are still using the DXUT library, you can use the latest version on CodePlex.
- If you are still using the Effects 11 library, the latest version is also on CodePlex.
- There are a number of samples from the legacy DirectX SDK on MSDN
If given all that advice, you still need to use the legacy D3DX library, or if you are using XAudio 2.7 or XInput1.3 to support Windows 7 or earlier, then you can mix the use of the Windows 8.x SDK and the legacy DirectX SDK. However, the path order for doing this is reversed from previous recommendations for VS 2012 and VS 2013:
This is covered in detail on MSDN.