DarkGDK is more or less a wrapper for DirectX and C++ is a coding language. You could write a game engine in C++ using the DarkGDK library (and what ever other ones you like, such as PhysX) to create a game engine.
For example, I have ~1100 lines of kind in my project and the "game engine" part of my code is around 800 of those lines, it is maybe 1/10 done. I still have to integrate PhysX, purchase/integrate Dark Lights/Shaders, and create an AI that works with my games implementation of PhysX.
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Currently 900+ lines of code into an "over-the-shoulder" action RPG with combat based on rag-doll physics.