Current status of the wine own's DirectX implementation:
http://www.winehq.org/site/status_directx
You might or might not have some luck installing DirectX (the real one) under wine. But regardless of how the installation goes, wine will not use it, simply because it can't. At most, wine can use some dll's, some pieces. But nothing else.
If there's no reason to do the other thing, you should always use the wine implementation of the directx apis. If you are trying to run some program, look into the wine database, because most likely, someone already tried, and in that case, you might find useful comments there from other users explaining if some manual tweaking was needed to add windows native dlls or something.