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DX11 Request for advice of building a demo of scene exploring.

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I'm currently working on project of scene exploring, in which I need to simulate the inside of a building. This is the first time I create a demo like this, so I'm requesting some kind advices. :)
In the first place, all I know is that this demo is gonna be something very much like a FPS game(Controlable camera, interative environment and objects). It's also required to play vedio and display image. Anyway, I dont know about the sophisticated way to do this.
Is Scene Graph needed to manage the objects in the scene? And should I use the progammable-pipeline to do the shading and shadow or the fixed-pipeline? And which is the most suitable API? DX9 or DX11?
What I'm planning to do now is to first build the model of the room using MAYA, and then input the model to DX. Then I'll add shadow and floor relection and maybe global lighting(if I can).
I want to know if Scene Graph is necessary, and please give me as many advice as possible.. And please teach me how to play vedio in DX9 or DX11...

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