First of all you must understand for what exact aims you want to use DirectX?
To make a lesson for pupils?
Then you shouldn't start with DirectX ( and frameworks, which are based on DirectX like XNA ), because:
DirectX is based on technology which named COM ( component object model ) and for the better understanding of 3D graphics , it's not the best start.
Maybe, XNA is miles easier and left you free from understanding the base of DirectX architecture, but even with XNA you will work with 3D file formats, where 3D models are prepared in specialized matrix format and also your pupil will learn some from multi-threading ( and it's another subject ).
First of all, they must understand the difference between CPU && GPU and how does 3D models render in screen.
Do your pupils understand rotation matrices, transformation matrices and etc...
Do they understand the base of geometry?
Do they understand how to differentiate some figure?
There are few base subjects before people begin to learn DirectX and etc... Because it's the base which helps in future not to make bugs and etc
If you want to make Hello-World apps and show it to your pupil, just give them links to the tutorials and books in web.
If you want your pupil be more clever at it you must prepare with some subjects, which are far from such subjects like plain programming or maths.