Does DirectX have an integrated graphic engine, such as to be able to deploy a room and walk / fly arround in it?
I am not talking about collision control but I can't seem to find anything on it.

If not I assume it is absolutely necessary to have a graphics engine to generate a 3d environement such as the inside of a room.
are there any good quality open source (free) graphics engine out there.. I'm new at this so i don't really know what to look for.. I figured I'd ask for advice

thank you

No DirectX is not an engine...

There are many many free engines see http://www.devmaster.net/engines/ to search. Ogre3d is probably the best known open source one.

thanks, I haven't had much experiance with game developpement, specially not with graphics engines...

how would I go about implementing the graphics engine into the game? I build a 3D model of the environment I want. can I simply import the file (it's a .X file ... recommended for and by directX) or is it more complicated than that?

also I've noticed (and I know this is a C++ group but...) that most engines are in C++. the programm I am writing is in C#, would there be some compatibility issues or problems I should be worried about?

You probably want to start using XNA Game Developers Studio if you're going to be coding C#.  Games you write with it can be run on both XBox360 and Windows.  On Windows, it's basically just a managed wrapper around Direct3D9.

http://creators.xna.com/Education/GettingStarted.aspx