Tried to launch the game after successfully installing it. Got a message that the file d3dx9_41.dll was missing. Downloaded it from Microsoft and copied it in the windows/sysWOW64 folder (that worked fine for a similar problem I had with KBTL (there the d3dx9_33.dll was missing) . After that I got the message that the programm couldn't be started correctly 0xc000007b.

Any advice?

Yes, don't copy files manually around. Try this nice installer: https://www.microsoft.com/en-in/download/details.aspx?id=34429

Which version of Windows are you using? You may need to do a full DirectX 9 install.

While this is a long shot, check that there isn't a copy of the .dll file sitting in the game's own folder. If there is, rename or remove it to see if that makes a difference.

My game also didn't start.

Symptoms:
After clicking my desktop icon I got a couple of screen flashes and then nothing. (no erros or missing files)

On the steam forums found similar problems:
forums.steampowered.com/forums/archive/index.php/t-2005649.html

However there was no game.ini in the location of:
%PERSONAL%\My Games\Kings Bounty Crossworlds

I created one myself with the following:
setf ~screenresoultionx 1776
setf ~screenresoultiony 1000
setf ~windowed 1
setf ~aspectratiox 0
setf ~aspectratioy 0
setf ~shadowresolution 512
setf ~bookquality 5
setf ~map_camera_sens_x 0.203200
setf ~map_camera_sens_y 0.203200
setf ~map_camera_wheel_sens 1.000000
setf ~map_camera_dist_sens 2.000000
setf ~arena_camera_sens_x 0.203200
setf ~arena_camera_sens_y 0.203200
setf ~arena_camera_wheel_sens 1.000000
setf ~highlight_arena 1
setf ~slowsave 0
setf ~enablewsad 0
setf ~rotateradar 0
setf ~enableautosave 1
setf ~enablestereomode 0
setf ~stereocamprojtype 0
setf ~stereoeyesdist 0.098200
setf ~stereo_offtime 10.000000
setf ~showflyingdead 2
setf ~save_combat_replay_log 0
setf ~apprehensive_must_die 0
setf ~disable_3d_mainpanel 0
setf ~heroskin -1
setf ~fight_info 0
setf ~r_shadowmap_4sample 1
setf ~r_blur_shadowmap 0
setf ~r_vsync 0
setf ~r_fsaa 0
setf ~disablefightlog 0
setf ~r_filter 2
setf ~cl_master_vol 1.000000
setf ~cl_sounds_vol 0.890000
setf ~cl_music_vol 0.890000
setf ~r_gamma 1.000000
setf ~r_anim_speed 0
setf ~r_clip_distance 0
setf ~r_refresh_rate 0
setf ~r_water_quality 0
setf ~autocamera 2
setf ~clip_cursor 1
setf ~splitnumchar 39
setf ~r_skipmip_landscape 0
setf ~r_skipmip_particles 0
setf ~r_skipmip_units 0
setf ~r_skipmip_other 0
setf ~cl_sounds 1
setf ~cl_music 1
setf ~cl_movies 1
setf ~cl_menu3d 1
setf ~cl_uncam 0
setf ~in_mem_maps 2
setf ~in_mem_arenas 2
setf ~r_use_adapter 0
setf ~streaming 0
setf ~lastbuildrun 6171

(actually was a lot shorter but the game added the extra configuration items after i changed the ingame options)