It seems that much of your issues stem from a lack of basic Windows knowledge, and not so much FPS Creator issues. It is critical with any software that you know how to navigate and use your operating system.
@ncmako is trying to help you and you seem to be fighting or ignoring his instructions. If you continue to dismiss the help you receive, you may find your requests falling on deaf ears.
Please tell me where you downloaded FPS Creator. If you downloaded from the proper channel (GitHub), then the version you installed presented you with the opportunity to install DirectX. If you did not install it, then all other issues (bullets and muzzle flash) don't matter. My advise at this point is to start again. If that's what you want to do to fix your issues, let us know and we can guide you through a proper installation and setup.
Supermarket Killer: I got a bomb here! I'll kill her! I'll blow this whole place up!
Marion Cobretti: Go ahead. I don't shop here.