You probably came to this page because of an error related to the absence of a D3dx9_42.dll file in your system. This file is a DLL, which contains standard library functions used to develop games and programs. First, let's take a look at how to solve the problem and then talk a little bit about the contents of this DLL.
A versatile solution
The first and most obvious solution to this problem is to install DirectX, as this file is part of this package. You can download the DirectX distribution from our website. If this package has already been installed on your computer - just update it, you don't need to uninstall the previous version. By installing DirectX you can solve not only this problem, but also potential problems in the future, because the game (or program) may need not only D3dx9_42.dll, but also other files from this distribution.
An alternative, additional solution
Here we will cover manual copying of the file to the required folders. If you've thought about this option from the beginning, you'd better start by taking the first advice. If you still need to add this file to the system manually, download it from this page and use the instructions inside the archive. Copy the file to all proposed folders and register it in the system.
For the record:
D3dx9_42.dll contains 329 functions that serve such tasks as drawing lines, forming geometry of objects, mathematical calculation of various graphical parameters, texture processing, etc. From this, it becomes clear why so many games need this DLL-library.