Run the DX9 installer on the system you want to play on. It will install the missing DirectX files in the system.
Now all old games and software that use DX7, 8 and 9 should play much better (you can also opt for the newer DX10, 11 or GL renderers in many UE1 games)
The original UT99 video renderer is for DX7, and the original OpenGL renderer is buggy and not finished.
The original UT200x renderer is for DX8. The only update is the x64 patch for 2004 with the DX9 renderer.
Ideally if you use an nVidia you should see the best performance with OpenGL, and if you use ATI or intel you should see the best performance with DirectX
Using DirectX9 and above will allow you to use shader mods such as ENB and Reshader.
There are similar tools for OpenGL, but not as well developed.