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By convention, COM methods and interfaces are referred to in the documentation by their equivalent C++ class names. The CreateDevice method of the IDirect3D9 interface is thus referred to as IDirect3D9::CreateDevice. The primary reason for this convention is that different interfaces may export a method with the same name but with entirely different functionality and syntax. For example, many interfaces have an Create or CreateDevice method, but the functionality and parameters may be quite different. Using the C++ class name is a convenient way to uniquely identify the method.
The text and sample code generally uses C++ conventions for calling COM methods. See Using C to Access COM Objects, for a discussion of how to convert a C++ method call to its C equivalent.