While installing DirectX SDK - installer should ask you about installing developer version of DirectX runtime. You should check this option, and after that debug runtime will be installed.

One problem what may arise here: if you have recent version of DirectX already installed - older runtime installation could fail. The only official way to install DX SDK in this case is to install clean version of Win98. Unoffical way - you can try to use one of the available "DirectX uninstallers".