In Directx 11 how can you make an outline glow effect for an object (yes, I do understand that I have to pass only this shader for the object), so it seems like it's kind of selected.
I have seen some examples, but they are all in .fx files, which I don't like.
I appreciate any kind of comment or answer on how this may be made.
You should be able to just take the relevant stuff out of the fx file, the fx file just encapsulates pipeline state and some pixel/vertex shaders that typically represent one 'effect'.
Short of that, being new to graphics I find your question a bit ambiguous. However, I am familiar with one type of glow which is similar to that of Left 4 Dead (when you see the outline glows of players/objects through the walls). Here are some references:
More or less you draw the object to the stencil buffer, then you draw the object with the color glow you want into a separate buffer. You then run a Gaussian blur on the separate buffer. Finally you render the blurred buffer onto the screen, restricted by the stencil buffer.