Yep.
DX11 games require the GPU to support that in HARDWARE. It requires specific configurations of transistors to process data a specific way.
OVERCLOCKING only increases the rate at which the processor can crunch data thus making the frame rate faster (if it is the bottleneck in the system).
*Look at the game MINIMUM recommendation for CPU, GPU, memory, and Windows version to make sure you meet or exceed that.
Um...
Are you trying to play the first game or the second game, because State of Decay (no longer sold on Steam) does not require DX11:
http://store.steampowered.com/app/241540/
Unless you are opted into a Beta program or something you can't possibly be playing the second game yet.
So...
You will need to list your computer...