If you are running Windows 10 or 11, is perfectly safe to use. It won't downgrade your DirectX 12; it simply adds the legacy libraries required by older software, allowing them to run side-by-side with modern applications.
The error "d3dx9_30.dll was not found" (often mistyped as "d3dx3 30.dll") typically occurs when a game or application requires a specific component of the runtime that is not installed or has been corrupted. 1. The Official Fix: Install DirectX End-User Runtimes d3dx3 30.dll.