Another problem you'll encounter is that some functions haven't been implemented yet. For example, Direct3D execute buffers only accept triangles right now. In a future beta, they will accept line lists, point lists, and span lists. DirectDraw is basically a 2D blit ting engine and gives linear access to the video card's memory. Direct3D accelerates 3D rendering and has two modes that programmers can use.
Retained mode is a high-level interface that includes scene and database management.
DirectSound mixes audio data and plays it back. Sound buffer management is left up to the programmer. The idea is that the programmer doesn't have to know over what medium or network protocol the game or program is being used. Instructions are included. You'll also need to download the documentation, since it is a separate download.