This message is caused by the fact that no Windows features are installed on your Windows system. To solve this, proceed as follows:
Press the Windows key with R at the same time.
Enter the following in the input field: optionalfeatures
In the window that opens, under Legacycomponents, select the item DirectX so that it is checked.
Click on OK and follow the following instructions.
Done
As soon as you start Settler 3, the message should have disappeared.