According to This Posting and This Posting, it has proven trying for me to compile OGRE 1.10 with full support for DirectX 11.0 on a Windows 7 machine, even though I have Visual Studio Express 2015 installed.
The trick that finally worked for me, was to install the Legacy DirectX SDK, even though what it has to offer has supposedly already been merged into the Windows SDK, which I already had installed.
This installer, Dated June of 2010, is potentially dangerous to run, even though it is being offered by Microsoft, because its default setting is to reinstall the DirectX Runtime as well. If it was allowed to do so, it would revert some files that are already up-to-date, according to 2016, back to a state which was considered to be correct in 2010. This could damage the O/S or even render some software inoperable. This realization had put fear into me for years, of installing the DirectX SDK. Yet, with the version of the installer I obtained, there is a configuration dialog, from which we can Deselect ‘to install the Runtime’. Doing so also deselects ‘to install the DirectX Utilities’. Running the installer then produces a still-conspicuous delay, where its progress bar shows “Installing Runtime”. Possibly, it just makes sure that the Runtime is installed. Then, it threatens ‘Reinstalling the Visual C++ Runtime’ in a similar fashion, and finally exits with an error code – but apparently, with all the previously-installed DirectX-based software unaffected.
This paved the way for me to be able to compile DirectX 11 support for OGRE 1.10 . I did this just to prove to myself that I could, and do not plan to make this a part of my local SDK, because the way OGRE 1.10 implements it, Dx11 offers no advantages, over using OpenGL3+ .
(Edit 09/18/2016 : ) If the reader would like to duplicate this success, then he may also want to read the Topic which I created on the OGRE Forum.
It is a pity that OGRE developers seem to take so little time, with my petty – apparently naive questions there.