When I download a game will it automatically come with a Direct X as part of the download package or do I have to download it separately?

It may depend on the game. But my memory is that at least some games install DirectX as part of their installation or they just include the DirectX dll they need in the app's folder so it's found that way.

Tbh, I think you discovered the weak spot of GOGs installers. Some people sometimes miss runtimes, which means thgose are not included with the game. Maybe Galaxy installs that stuff when starting a game for the first time like Steam does, but I never saw that happen (then again I never have problems with missing runtimes anyway).
Also I don't recall seeing a runtime installer pop up during a offline installation.

Running the DX redistributable and the C++ redist pack at least once after a fresh Windows installation is never a bad idea, even if DX should come with your graphics driver already.

So...what weak spot exactly? I've never had an issue either. Probably because it's not an issue.

In my experience offline installers come with which ever dependencies they need and they get installed at part of the installation process.

For those of us who keep our GOG installers on our own hard drives, having the same DirectX installers in each and every installer is bad, as it severely increases the space requirements for the installers.

For instance, I have 2366 GOG games. If e.g. 2000 or ever just 1500 of them had exactly the same DirectX installers and other possible requirements in them... no thanks.

Well, with 2100 games and 7.5TiB of installers (I keep soundtracks somewhere else) I come close.
Additional 200GiB would not make much of a difference.
But not every game requires a current DX version, most run with the standard installation since Windows 7.
For the others the online installer would be sufficient, which's size is only about 2MiB, instead of 95MiB.
The legacy C++ runtime collection has a size of less than 5MB, older games might need that, new games don't.

We get unnecessary baggage anyway. Instead of including ScummVM and DosBOX to every one of these games, it would be possible to just have it to download once. That's 30MB per ScummVM game.
Also every game comes with a baggage of 24MiB (gog*.*, support.ico,uninst*.*,webcache) already.

Currently, unexperienced people have no idea what they need to do if their games don't run.
There is no guide, no html file with links to the runtimes, no nothing.

So yes, I see it as a weak point.

But since most unexperienced people most likely rather use Galaxy than offline installers, it would be enough if Galaxy installed the required rutimes. Then again Galaxy's installer does not even install the runtimes that Galaxy requires to run in the first place. We got posts on the forum of people who can't get it to run because of that.
What GOG misses, is people who test their software on different systems.

I'd recommend separately installing DirectX 9.0c first if you haven't installed any pre DX10 games on your PC. You should only ever need to do this once per windows install.

https://www.microsoft.com/en-gb/download/details.aspx?id=8109

They do contain what you need; wrappers, Dx and runtime/VS libraries, however, the biggest problem is that the Windows installation (i.e. its files) can easily become corrupt.

These libraries don't just "disappear" and they're actually preinstalled in most cases (at least Directx and .NET as it is part of Windows).

Every Windows installation encounter a corruption sooner rather than later, and yes, every time you install anything, even these libraries again and again, you increase the chance of a corruption. That and the part about space is its main drawback when it comes to these installers (and the fact that no dev nor any shop gives any information on what the game actually needs doesn't really help either, which on Linux can make it rather difficult). That's why I always recommend to run Windows' own tool to deal with it, like DISM and sfc, regularly. As I recall, installing these libraries will get included in WinSXS (“Windows Side by Side” which can be insanely big) on a live system.

That written, gaming stores should offer a one-time install of a complete All-in-One package like this one rather than include it in every game like a FLATPACK or other huge nasties...:
https://www.techpowerup.com/download/visual-c-redistributable-runtime-package-all-in-one

The batchfile is pretty straightforward. Install it and forget it: Same thing can be done to include older VB/.NET runtime packages. I haven't been digging around Galaxy about this, but I know Steam has a fragmented cache under \steamapps\common\Steamworks Shared\_CommonRedist.

It's not about the store, it's about the installer. The installer should install everything that is needed to run the game.

DirectX is not a game, btw, it's an API (often called runtime) that the game uses to communicate with the graphics driver.

DirectX is just one example, there are many APIs that games use (C++, .Net, OpenAL, DirectSound3D, Vulcan, PhysX, OpenGL, ...), some come preinstalled with Windows, some come bundled inside the game directory, some need to be installed separatly.

When CD versions were still a thing, the installers on these CDs would also install the required APIs. Now GOG provides the installer and often enough it does not install all required APIs.
If you have the API already on your system, you won't notice. But it happens often enough that peope can't start their games because of missing components. And there is not even a guide what they should do then, what they should download and install manually.

Windows itself included? :)

Depends if the egg came before the chicken, since the installer requires Windows to run.

Another argument would be that the installer was a DLC for Windows. It requires the base operating system in order to work. And since DLCs don't incluce the base game, the answer is no.

I haven't tried installing any of my games yet I wasn't sure if I'm missing software to run anything or if GOG installers search for them automatically; when I downloaded Ravenous Devils it searched for an installer I forget which one but it was a graphic API that I had to download to install that game. That was on my original laptop. I'm asking around because I Just got a fresh new laptop without anything on it, I haven't been able to get back on my original laptop due to hard drive problems, I wanted to look through my programs for reference when I got that laptop several years ago it came with C++ and DX I think 9 or 10 preinstalled when I first used GOG everything ran like it was suppose to. I knew I was forgetting something like the C++ my question is should I download that separately or would the offline installer just detect it when attempting to download the game?

I've written numerous applications using DirectD3D, OpenGL, and Vulkan. But thanks for trying to explain to me what they are :)