This is the SDK for DirectX, not some general SDK. It's perfectly fine that you don't have it. The configuration process seems fine, although you might want to use a switch or two - disabling webkit or patternist will reduce compilation time greatly and if you don't need those modules, disabling them would be a good idea.

Now I suggest you recompile Qt from scratch - unarchive the source bundle again, run configure with the switches of your choice and then call nmake. Watch out for errors and if any occur, paste them here - but the first error only, not the whole compilation log please