That D drive is a partition of your hard drive. It contains the defaults from the original install. If there was a problem with the computer, you could access that partition, and restore it to it's original state.
I'm sure Dell didn't tell you that.
It's besides the point now. But you could've backed up your data, and do a restore. If that volume icon was working at one time, you also could've used the restore points to roll back to when it was working.