So I would be thankful if you would point me on some tutorials for this
You need to download microsoft DirectX SDK.
In addition to it, you should try NVidia SDK.
You may also try ATI SDK. Study them all.
In addition to them... there are couple of books on OpenGL: "Red Book", "Blue Book", Orange Book . "Computer graphics using OpenGL" by Francis Hill is also a very good one.
Get this info, and start reading.
how actualy build effects into 3D game
This question is too broad. There are lighting effects, particle systems, post-processing effects, physics (which are also effects), and even character animation is an effect. It is unclear what kind of effects you are talking about.
What do you think is better DirectX or OpenGL.
They are more or less equal. You can do same things in both of them. Try both and pick one you liked more. OpenGL is better for playing around and experimenting (because you can easily draw triangle without messing with hardware buffers), available on larger selection of platforms, plus GLSL is better than HLSL (because it doesn't "compile into assembly"). DirectX is geared towards performance from the beginning, available on XBox360, and 9th version was actually good. openGL is more "abstract" and DirectX is closer to hardware.
If you could use the factors as simplicity, area of usage, performance, number of examples and resources etc
- If you want simplicity, you should forget about making game engine. You'll have to learn quite a lot of things if you want to deal with 3D.
- Both DirectX and OpenGL are used for making 3d-related products.
- You can get good performance with both DirectX and OpenGL, and get poor performance if you don't know what you're doing.
- Both DirectX and OpenGL have insane amount of examples and books - just search for it. They weren't made yesterday, so enough information is already available.
You need to select goal, select platform, select your API, research available technologies, and start writing code. Wondering "which one is better" is a waste of time. 3D knowledge and algorithm are equally applicable to both APIs.