I have the retail DVD version of Batman" Arkham City - it is not the Steam version and it cannot be activated on Steam. How can I get the latest patch ("DirectX 11 patch")?
Batman: Arkham City patches via Games For Windows Live if you're not using Steam. When you log into GFWL, you will be informed that a patch is available, and then it will be installed.
Note that just because a Steam patch is out, it doesn't mean that the same patch has hit GFWL; depending on the publisher/developer's release schedule, it may be delayed.
I would recommend being patient, and if you're having trouble, to go ask on the official forums, where Rocksteady Community Managers are providing support.
This is the official thread for the most recent patch.