I'll elaborate on my good friend freakdave

SDLx is a wrapper for DirectX.
This means you can do some low-level graphics, like blitting bitmaps, for example if you were writing a 2D version of Pong. It also allows you to play sounds using the SDL API's functions instead of all DirectX, which can be confusing for the younger of the coders.
SDL is widely used, it's multi-platform, so you can write a program for Linux, and with a few tweak, it'll work with SDLx too.
does that make sense?