does engine suit beginner? or using DirectX SDK better?

I have experience with both OpenGL and DirectX and find both of them to have their advantages and disadvantages. I'd highly recommend starting with DirectX if you were to choose between the above two as it has a large number of built in utility methods (D3DX library) for doing mathematical calculations, etc. not to menution interfaces to handle input, sounds, media, etc. as well. DirectX does require a somewhat basic understanding of COM to use it correctly, but all this can be found in the large number of tutorials and examples included with the SDK.

I have no experience with SDL or Allegro, but I'm sure they're worth looking into as well.

Permafried-

basic d3d doesnt really require any com i believe.

I found d3d easier to understand, but opengl is also good that its small, doesnt require an sdk, although you have to write alot of routines yourself where as d3dx is for the lazy person :)

All DirectX interfaces make use of COM. It's how Microsoft is able to have backwards compatibility with previous versions of DirectX. As far as having to actually know the ins and outs of COM, you really only need a rudimentary knowledge to get going with DirectX.

As for something to give you a good start, as someone suggested you may want to try out SDL or Allegro. Both are pretty good libraries for those just starting off with game programming.