Many third-party sites offer standalone downloads of dxcpl.exe . These are often bundled with malware or adware. It is always safer to download the official Microsoft SDKs to obtain the file.
Understanding dxcpl.exe: The DirectX 11 Emulator Tool Explained Dxcpl-directx-11-emulator.exe
Install the Windows SDK from Microsoft's website. Many third-party sites offer standalone downloads of dxcpl