Neevee

there are websites that offer that certain dll for free however I don't recommend it as they could have viruses

I used to get the error all the time, there are websites that offer downloads of d3dx9_43, d3dx9_42 or d3dx9_31, whatever one you need, I have no guarantees they are completely virus free, however those d3dx9 things are pretty much required to run modern Touhou games, especially on Windows 10, hopefully this is helpful

I suggest Anex86 if you wan't an emulator that doesn't take up space, however NekoProject has better performance and sound but you'll need to configure it a ton.