I have an RX580 and I play some older titles in between my newer games. I had to downgrade my Radeon drivers t0 19.3.3. because all of my Directx 8.1 titles started giving an error at launch that Directx couldn't be found or something to that effect. I'm speaking of titles like "Command And Conquer: Generals". They were all working before and are currently working on 19.3.3 but updating to the latest software will brick those games. Is this intentional or a bug?
RX 580 supports DirectX 8. However, this is only possible by installing Windows components.
Run Command Prompt with an administrator and try this...
dism /online /enable-feature /featurename:LegacyComponents /norestart
dism /online /enable-feature /featurename:DirectPlay /norestart
If this does not work, copy dll file of d3d8to9 software to the folder where the game exe file can run the game.
AMD no longer supports Windows 8 or 8.1. Microsoft does not support Windows 8 either. So to use official drivers you are relegated to the older drivers that were released while still supported.
Many have reported success though in loading the Windows 7 drivers in Windows 8.1. Not sure about the method above sounds like mstbsrn980 knows more about this topic than me, I just wanted to answer the question in a way I know AMD would.
I should mention that if you have your Windows Key for Win 8, it is very likely you can install Windows 10 and use that key and it will activate.
I have written how to play Mafia which is an old DX8 (not Win8.. maybe I got it wrong) game on Windows 10 system. The topic of Windows 8 is different.
Edit: 8.1 can be upgraded. I knew 8 not... Maybe I am wrong...
Sorry I think I misread. Yes some the Direct X 5-8 stuff uses api's that they discontinued and don't translate well to newer version. The further back it seems the worse it is . Old dos games do to emulators are easier to play than some of the in-between stuff. Windows 10 for instance doesn't even natively support before Direct X 11 now. It uses a wrapper, kind of an emulation to process it in DX 11. I am sure others could word it much better than me. I would google the game and or see if by chance there is a Steam forum for that game. People come up with great ways to get some older games working. For instance a game I like Jericho won't run if you don't know to download the legacy physx install it will never work. I did bring up emulation which does bring up an often overlooked possibility on some old games you can run the old OS in a virtual machine on a newer OS and have some success that way too. I'd just google the specific game you have issue with and start there.