To create a DxDiag file, follow the steps below:

If you are running Windows 7 or higher, go to your TaskBar.
Click "Start".
Click "Run".
In the pop-up window enter DxDiag and click Ok.
The DirectX Diagnostic Tool pop-up window should appear.
Click "Save all information".
A "Save As" window should open.
Click "Save". (The file should be saved to your desktop as DxDiag.txt)
Exit the DirectX Diagnostic Tool.