In a Install Script project, it seems that we should use InstallShield Objects to install DirectX, but I can't see any DirectX related objects in the Objects view, any other method?
Because the file size of many of the redistributables is so large, some that are available for use in your projects are not added to your computer when you install InstallShield. However, these redistributables are still available for download from the Internet to your computer. The InstallScript object for DirectX is not installed with InstallShield, but you can download it. It's part of the InstallShield 2008 InstallScript Objects download.
To obtain this download, either check for updates from within InstallShield (on the Tools menu, click Check for Updates), or visit the Downloads area on the macrovision.com Web site. The downloadable redistributables are available from the Files & Utilities area for InstallShield: http://www.macrovision.com/downloads.htm
