Good Evening; I recently purchased and downloaded Sherlock Homes; The Devil's Daughter. It seemed to load without trouble, but when I opened it I got a flag that said I needed Directx_11. I found and downloaded that program to my desktop, but the game still insists that I need Directx_11. I suspect that I need to move Directx_11 to a different file or program, but I have no idea where to put it. Any ideas?

I don't know what you downloaded, but downloading a file and installing it are two different things.

If you downloaded an .exe file that's supposed to install DirectX 11, you still have to run the file to install it, and you may need to reboot afterwards to get the game to register that it's there.

DirectX 11 should come with Windows 7 by default, but there may be new DirectX files that didn't come with the original Windows 7.

Where did you download the file from?
You should try to get it direct from Microsoft.

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EDIT --

According to the following thread, you may get the DirectX 11 error if your video card doesn't meet the requirements.
https://steamcommunity.com/app/350640/discussions/0/343788552553536685/

Curses! It's my (Pitiful) video card. I haven't purchased a new game in so long that I forgot to check that situation. Now I have three games sitting in my GOG folder that I can't play. Thank you, Jenny100;at least now I now the problem.