DirectX problemo

Hey guys,

So I just finished building my first PC, and I'm trying to run the Dolphin Emulator, along with other GOG games, like Omerta: City of Gangsters(which was just free for a few hours). However, I do not have internet access at my home, so whenever I've had to download something like drivers, or games, I've had to go to cafes and the library and such to download stuff and put it on my laptop.

For the life of me, I cannot figure out how to download DirectX 11 and then put it on a usb stick to transfer it over to a pc, or am I going to have download it directly on to my computer?

Also, whilst transferring large files +6gb, I get errors on my external drive that I can't seem to able to transfer it over, which is odd, since I have almost 30gb of free space.

Not really sure where to put this thread since there's not tek support subforum :P

Thanks

It should come packaged with most games and even in most windows installs. As for the drive I started getting errors on an external hard drive and it failed about a month later.