In the past 3 years or so, there is a native d3d9 implementation in mesa which is used by wine. There's also vkd3d, which is a wine implementation of dx12 on top of vulkan.
I don't think the real direct3d binaries are used by default anymore, unless you go out of your way to configure it that way.
D3DX is a user-space library, though. Separate from D3D. So if WINE or VKD3D ship their own open-source version of D3DX9, you could use that, but you could also use the original Microsoft version of the .dll - the individual numbered versions (d3dx9_31.dll, etc) exist to facilitate using the same version that your game was compiled and tested against. The D3D shader compiler (D3DCompiler) dlls are still versioned in this way for games to link against as well. If you look inside the SxS directory for a current installation of Google Chrome, you'll find a D3DCompiler_47.dll sitting in there that they deploy instead of relying on whatever the OS has available.
Wine does come with it's own D3DX runtimes, for example [0]. You only need to install the Microsoft ones if the Wine implementation is missing something or has a bug.
