yeah, I begin to think so... unfortunately.
First, I don't think it's possible to install DirectX End User Runtime when there is Directx12 already installed and I don't think we can uninstall it (but I'm far from being an expert so I could be wrong). If I'm not wrong, Windows updates deals with DX12 on Win10.
Instead, I installed DirectX SDK. But I'm an idiot, I didn't know the installer just download unpacks files and you must find the dxsetup.exe in it and run that to install

.
When I did it, I was able to compile but only with x32 and some folders was missing in bin/windata (3 or 4, I don't remember).
When I ran BuildExamples.bat, it only worked for apiary and it created a bin folder in example/building, nothing in windata.
Also, I'm still not able to run with the command prompt (in admin) Application-x32-profile (or Application-x64-profile), nothing happens.
I wonder if someone managed to install on Win10 without too much trouble.