Ubuntu is 0% compatible with DX. DX is a Microsoft product so it ends there.
But ... you can use Steam with Wine and Play on Linux (I normally would include as much info as I can but this is rather lengthy so I will just post the link). Both PoL and wine can be installed through Ubuntu Software Center. For me games have had mixed results though when using wine.
The link has an important note:
Please note: Games run with these methods will be slower than running them on Windows because the games are not native executable files. To get the best performance we will need to wait for Valve to develop a native Steam client (which is now happening).
If you follow that guide you will have a working steam with wine but you will need to check games 1 at a time. It is by no means a '1 install and all play'.
You might be a bit early with your question though.
Valve is in the process of opening a native Ubuntun client for Steam. They made Left 4 Dead 2 their 1st game to run under Linux. As soon as this is perfect they plan to release games at a steady pace. As far as I understood it they are porting their games to be capable running with Direct3D (so no DX). For now you will have to rely on wine though.