How do I check if my GPU supports DX11? Do I need DX11 to play?

You will need a graphic card that supports DX11. 

To check what DirectX version your graphic card supports:

1. Hit Windows Key + R to bring up the Run prompt.
2. Type "dxdiag" (without quotes) and press the enter key.
3. Click the "Display" tab from the panel view in the DirectX window.
4. Look for "Feature Levels" in the upper right side.

If you do not see "11" or above in the "DDI Version" or "Feature Levels" line, your graphic card does not support DX11 and you will be unable to play.