I am making a game in DirectX 9/C++. I do not have a lot of knowledge about directX. I want to make a map for my game similar to GTA 1. I want to know is there a way to make whole map in some other software and then import and render that map in my directX application.
If, not what are alternatives?
DirectX is not a game engine. DirectX is a programming API. Things like maps, game logic, and so on are completely beyond what DirectX does. It's your burden, as a programmer to implement these things.
Honestly, if you have to ask this question, you should not use DirectX directly, if you want results fast. Instead use an existing, available game engine and implement your game using that. In the past years a number of high quality engines have become available for little money or even free. To name a few:
There are also a few open source worth looking at:
You may also want to look at open source games, which engine you can repurpose. Specifically I'm thinking about Cube2 / Sauerbraten and it's successor Tesseract here.