This is probably because DirectX couldn't be installed. To check this, you can verify/repair the install: it will ask you permission to install DirectX and then it will fail with a message along the lines of "invalid argument". Alternatively, find the WIC executable in your hard disk and try to run it directly -it will fail with a message saying it can't find some directx file.

To solve this, google "Game Error: "The file d3dx9_xx.DLL was not found"" and make sure you download the DirectX End-User Runtimes Web Installer from an official Microsoft website: it's free and when you try to install it you'll see it's digitally signed by Microsoft so you know it's safe. After installation the game should run without problems.

Tried this on Win10 but should work on any supported Windows version,

PS: I didn't need to do anything with cores or mods like other solutions suggest.

Not DirectX, well not always...

I've installed on an AMD system with a 3950X CPU and 48GB RAM (@3200 C14), and the game wouldn't run at all... After much searching, I found that if you go to the trouble shooting part of the game on its download page, there is a link to a patch for systems with more than 8 cores. Installed that patch, and game then worked (but crashes).

I'm now trouble shooting, and have set to compatibility mode (Vista SP2). I have an RTX 2060 Super, and have lowered the res from 4k to 1080p. More stale but still crashing with memory errors:

"Access violation writing to 0x00d288e8 at 0x0055b9bf

Virtual mem: 1715/2047 MB, Physical mem: 37245/49059 MB"

There really should be better install instructions, as this is a really ****ing me off!