I want to move a sprite using direct x and the keyboard but am unsure of how to proceed.

Direct3D have nothing to do with inputs, it simply draw to the screen. There are many ways to read inputs, and the simplest one is as MJP said, windows Message (WM_KEYUP) or Win32 api call (GetKeyState). You can also use a library like SDL but it's not much intelligent if you don't use it for rendering. If you want a bit better input than normal Win32 ones, you can use DirectInput which is part of DirectX and support mouse/joystick/force feedback easily. Latest version still use DirectX8. http://msdn.microsoft.com/en-us/library/bb219802(VS.85).aspx