This was the only thing of interest I could find about DirectX 9 and Windows 8.

http://gamedev.stackexchange.com/questions/43861/does-windows-8-still-support-directx-9

11 is backwards compatible to 9, but does some things like DirectDraw through emulation.

Mine was full screen, I got a new spell, then it messed up and now it's permanently stuck in 3/4 of the screen. How do I fix it?

Lol...;) You can install Dx9 into Win8/8.1/8.1.1 until the cows come home--good rule of thumb is just because a product description doesn't say "Win 8", for instance, doesn't mean you cannot install it into Win8...;) Generally, such descriptive omissions happen because at the time they are written the newer OS('s) had not yet shipped. Pretty much, unless something specifically states "won't run at all under Win8.x", if it says "Win7" it'll install and run just fine in Win8.x

I'm running the game with my own dosbox.config file (I recommend dosbox svn-daum, personally) in place of the highly generic dosbox version Gog ships. output=direct3d works perfectly with Anvil of Dawn, and, indeed, supports many nice pixel shaders that ship with svn-daum's dosbox--and *that* means you can add something like pixelshader=HQ2x.fx to your dosbox.conf file for nice visible improvements in the game's graphics output. I have a considerable number of Gog dosbox games and other dosbox games and every single one of them runs fine under direct3d (except maybe one very, very old DOS game I have.) People forget that D3d has a software mode, and the nice thing about using D3d for output is that you can scale the resolutions up much easier (almost all of my dosbox games run at 1920x1200, for instance) and add pixel-shaders to the output which helps enormously to clean up the games' presentations!

Also, when scaling to 1920x1200, I almost always leave aspect=false not only because the resulting game screen fills my screen, but because I think it looks better, too. Sometimes the correct aspect ratio under dosbox looks very wrong, at least to me. Akrose hit on the reason why above, I think...;) At any rate, it's very easy to experiment and pick the setting that you prefer.