I'm beginning game programming using directx 11, but I have a doubt can not a clear answer: How to distribute a game made with directx 11 that works on Windows Vista, Windows 7 and Windows 8 (desktop mode) without the end user have to download anything else besides my game? Because there are differences between what is in DirectX 11 SDK (June 2010) and that comes with Visual Studio 2012 and I follow no tutorial talks about how to make a correct distribution for the user to run the game without problems be missing some *. dll.
Thank you for the attention.

Take a look at the MSDN guidance at: http://msdn.microsoft.com/en-us/library/windows/desktop/ee416644%28v=vs.85%29.aspx

The simplest way to test installers is using Virtual Machines - you ideally want a clean install of each version of Windows you want to test on. Virtual machines allow rapid rollbacks to that known clean state. By using a clean install you know you're not depending on something that was installed by some other program. Of course the game probably won't run properly in a VM, so you get to test some failure paths in you D3D initialization code that way too.

Thanks Radikalizm now understand the issue better package distribution to the end user. It was really hard for me to understand this part of the process. Now it's easier to know what to do and when.
Thanks Adam_42 I had already tested in virtual machine (vmware) but always some error occurred that was not setup but running even with testing app using directx 9 (which works smoothly on vmware) without installing the application.