OpenGL wasn't made for screensavers (it was made as a general purpose rendering API); maybe you're getting confused by the old Windows OpenGL screensavers here?
And yes, I've made D3D screensavers. It's simple; you make them exactly the same way as an OpenGL screensaver aside from the API differences. Why would they be any different? MS even ported their old OpenGL screensavers to D3D over a decade ago; this is something that's existed for a long time.