I started a implement a FE-solver + UI in c++ as my first c++ project ( 2001 with MFC, not the best choise as a first project I have to say ).
So I had a target, motivation and a hard timeline. Then I looked into the concepts provided by c++ which seem to be the best approach and played around with it until it worked.
In my experience it is much easier to learn a new language with a real project than just reading a book. You can transfer the stuff you read into a real solution which solves a real problem. And you can lear how the toolchain works.
You can also try the AssImp-library to load an Obj-File. Assimp offers various model loaders and a common data structure to access the data. You can also find some easy to understand examples in the repository as well. Just look here to learn more.
You can use this article to get a clue how to use SDL with DirectX 9.0. Maybe there you can find some ideas how to use it together: Direct3D 9.0 with SDL Normally I am using SDL if I have to use a code on Windows and Linux for instance. Do you want to do something similar?