How to play swf files in win32 C++ Directx

You might want to look up the Windows MediaFoundation API if you're a COM/C++ developer which is the way DirectX works best. There is a sample media player that goes with it that is really small and simple and plays swf files. I know I have it somewhere because I was using it as a reference myself. You can probably find it before I do but I'll update this post otherwise.
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OK it's called MFPlayer2 and it's part of Windows SDK 7.1 under Samples\multimedia\mediafoundation. You'll need to get the SDK from Microsoft (It's a free download) if you don't already have it or run an update if your samples are not installed.
That should give you everything you need although as ever don't take the way Microsoft write sample apps as advice on how to write code, it's terrible but at least it's quite small and does the job you need.