Hello, this is Emily.
Is this just for some files or all files on the D drive?
It can be moved accidentally. That can happen when you accidentally clicked on a file or folder and then dragged it to another folder.. That happened to me sometimes.
Can you type cmd in the search on the taskbar and hit enter to launch command prompt, and let's run some search using command instead.
When command prompt is launched, type
D: (hit enter key)
Now, type
dir filename.doc /s /p (hit enter key)
Please replace the filename.doc with the actual filename and its file type.
If it finds the file, it should return the location. In command prompt, folder is referred to as directory. See if you can then use the directory information, and go to File explorere to find that folder.
Let me know how it goes.