The Steam version of the game will install the DirectX v9.0c components needed by the game to run the 3D, so you should be good to go there. However, the "Properties" page of the SH4.exe needs some tweaking usually. Navigate into the game folder and find the SH4.exe file. Right-click on it and choose "Properties" at the bottom of the resultant context menu. That will bring up the Properties window, open on the "General" tab. Clear the "Read-only" tick box on that first page if necessary, then click on the "Compatibility" tab. Some computers want the first "Compatibility" section set (ie: Windows 7 or XP), some don't need that. Almost all 'modern' computers need the "Disable fullscreen optimizations" ticked. Some computers will need the "Run this program as an administrator" set. Hopefully lastly, click on the "Change high DPI settings" button, which is what opens that upper window below, and tick the "Override high DPI scaling..." box and set it to "Application". OK your way out and try running the game again. Change the settings as necessary on your computer.
The newer laptops have 1920x1080 screens, others have 1600x900 while some of the older laptops have 1366x768. In all cases, be certain that Windows display is set to the resolution that has the " (recommended)" next to it in the listing. That is the "native" resolution of the display screen. In the game then, try to match that resolution exactly. If there isn't an exact resolution available in the game's list, you might have to choose one that is smaller, and "Window" it from on the SH4 display menu.
Of note, by default with the Steam install, the game is installed in the "C:\Program Files (x86)..." folder structure. If such is the case on your computer, you wil have trouble applying mods, if that is your future intention. SH4 and JSGME.exe were written in the Windows XP days, and as such were not written to the Windows UAC (and other such 'technologies') paradigm, which will roll back any changes in that Program Files install folder, rendering any mods useless and make the game unplayable. If you only have Silent Hunter 4, it is easiest to un-install the game, and then re-install it again, but put it in a folder of your own making. When I installed Steam and games on my laptop, I edited the install path to remove the "Program Files (x86) part and put my own "Games" folder there, such that I had "C:\Games \Steam...". That avoids issues with the game being modded. The main components of Steam still end up in a Program Files folder, but the game will be in the folder you made.
If you have more than one Steam game on a laptop, things can get complicated quick. The main requirement with Steam and modding is a Steam Library folder (for the games) that is not in a Program Files folder. To move things, consult the Steam Knowledgebase article "
Moving a Steam Installation and Games" for information. This is only necessary if you plan on applying mods to your Steam Silent Hunter 4 game (or any other older, DirectX v9 game)... Let us know how you get along!