DirectX is used for Windows and Xbox systems. This makes a lot of things easier than in openGL, such as being able to use direct input, direct sound, and model importers. The obvious biggest disadvantage is that it only works on microsoft operating systems- and is useless for linux, mac, iphone, and even windows mobile devices.
The first tutorial will be updated soon, but in the mean time, check out http://www.directxtutorial.com/ to get started
