This suggestion only applies to games that have support for both DX9 and DX11 (or DX10) built in. Not many do. If so you would typically see a ‘DirectX’, ‘Graphics API’ or similar option in the game’s video settings. Note that vorpX at this point does not work with DX12.
For officially supported games that have multiple renderers vorpX usually shows a message stating which one it prefers or even sets it automatically in many cases if possible. The other one(s) would only come into play if the recommended one doesn’t work.
For unsupported games (i.e. games without a profile) however it may make sense to try both in any case, no way for vorpX to know which is better if it has no profile for a game.