In the screenshot you posted, the infographic represents the proposed layout of the disk after installation. The Ubuntu portion tells you where Ubuntu will be installed. The slider allows you to choose how to divide the finite space between the multiple partitions.
There is no such thing as "Drive D" in Ubuntu. These drive letter associations are labels that only exist within the Windows environment and don't pertain to Ubuntu.
You must have enough unpartitioned free space to get the guided installation options to install alongside Windows. You also need to boot the USB as UEFI (unless Windows is installed in compatibility/MBR mode which is very uncommon).
If Windows identifies the space with a drive letter, then the space might already be partitioned. If so, then you may need to delete the partition in order for the Ubuntu installer to recognize it as available for installation alongside Windows. It must be unpartitioned free space.
If you need step-by-step instructions, or if you need help understanding what to do on each screen, follow the official tutorial. Please be aware that the instructions are more complex when setting up dual boot configuration. Please read the entire tutorial, including relevant links before you start following along.