Your PC seems to meet all the specs just fine.
You can try running directx setup manually - it'll download any components you're missing.
Not sure how it rolls on Win 10 but on Win 7 and previous you'd want to find and run dxsetup.exe (use the start > search thingie to find it).
It's harmless to run it so you shouldn't be able to make anything worse.
There was talk of Civ 6 supporting Dx12 but I don't know if it's doing that at release. Your error seems to be wanting Dx11. So maybe the Dx setup will help that.
Aside from that, make sure you have the lastest driver for your video card (can't tell if you do since I have a 10 series and I'm not sure the drivers are the same). But, since you're running GeForce experience you should have or be getting spammed for new drivers often - the "game ready drivers" are released more frequently than their general drivers from their web site.
I doubt this applies to you but if you installed the card after Civ 6, civ 6 might be thinking you still have your old card (saw a thread on that via google).
http://www.tomshardware.com/answers/id-2727070/directx-gpu-problem-dx11-supported.html
Others with similar issue think it's driver related:
http://www.tomshardware.com/forum/id-3138580/geforce-gtx-960-start-directx-game.html
Good luck.