http://msdn.microsoft.com/en-us/xna/aa937781.aspx is a good start;
But the question, to use either directx or maya is one i don;t understand.
Maya is a 3d modelling program, and directX is a SKD for making games (that can show your 3d models in game on screen);
No offense, but you seem very new to the game, so best thing is to start ...