Lets face it, when we say primitives we mean triangles. Graphic cards only know how to render triangles. The steps required to create and render 3D objects made up of triangles using Direct3D are shown in the notes below:
Please don't rely solely on these notes but look in the DirectX help file for further details. The SDK sample programs also give you many examples of this process (use the DirectX sample browser). Other Internet sites that might be of use are listed on the Resources page.