Quick question for Game Developing

Hey guys, i guess you could call me a n00b at making computer games, but i am an experienced programmer in C++, C, VB, Turing...list goes on... i was wondering...in order to create a game you need:

Game Engine (I'll make this myself...yes yes i noe..very hard)
Create models using Maya or 3ds studio
Use C++
and directx9

now...do i create a programm that boots up directx9.... import my models and render it in C++?

i would like to create an RPG game...anime....sorta like final fantasy....i like the graphics to be as good as the source engine...but not as good as unreal engine 3.... any help would be great!