I think it's really just using D3D9 libraries (the files containing the D3D9 API), running the exact same test... I might be wrong. But it should be possible to verify this. At least when it comes to pixel shader application. The D3D9 API can very well render a D3D5, 6, 7 or 8 scene as well.
Exactly. Like I wrote somewhere in this thread before, it's just a small test to see if the libraries are installed correctly. With D3D9 a lot did change (new features and programming a lot simpler), but it still uses the basic command of the earlier Direct3D versions.
Oh and I think you mean the tool called "filter tester", but it just highlights the applied texture filtering.