You may find this blog post informative...
Basically as of Windows XP SP2, parts of "DirectX" became fused with the OS and over time those components have been updated and/or deprecated or just carried forward "as is" for appcompat. Other things that people think of "DirectX" are actually just optional libraries or DLLs that were shipped in the legacy Direct SDK (see "Not So Direct Setup" as well).
"DirectX 11.0" is essentially the stuff that shipped in Windows 7, and most of it was also made available on Windows Vista as an update through Windows Update.
UPDATE: "DirectX 11.0" is Direct3D 11.0, Direct2D/DirectWrite 1.0, and DXGI 1.1.
DirectSound7 and below, DirectInput7 and below, DirectPlay, DirectDraw, Direct3D 8 and below, Managed DirectX 1.1, DirectAnimation, and DirectMusic performance layer are deprecated. DirectPlay is an optional feature in Windows 8.1 and is disabled by default. Direct3D retained mode, DirectPlay Voice, and DirectX VB 6.0 support were removed from the OS starting with Windows Vista and are not available at all. DirectMusic "core" APIs are still supported for professional audio developers (mostly for MIDI) writing Win32 desktop applications. DirectShow is supported for video editing Win32 desktop applications, but use of Media Foundation is recommended otherwise.
For Windows Store apps and Windows Phone apps, DirectInput, DirectSound, XINPUT 1.3 and below, Direct3D 10 and below, D3DX, XACT, and DirectMusic "Core" are not supported. Direct3D 11.1, DXGI 1.2, and Direct2D 1.1 or later, XInput 1.4, and XAudio 2.8 are supported for these applications.