Implementing DirectX Programming and using HLSL Shaders with RHI Interface

For implementing DirectX Programming for the engine it is recommended to use the RHI interface. Is it necessary or recommended to use the RHI interface or are there other interfaces to implement that?
The question is if there is some source code or some experience for creating and initializing the DirectX Device and where and from what engine classes and methods it is used during the starting sequence of the engine.
Is there some source code for that?

Creating your own device does not make sense at all within context of engine. If you want to make your shader, take a look at FShader, FGlobalShader and FMaterialShader.