If you used the exact command in that tutorial using mlink with the /j switch, that command just creates a junction between the C:\Windows\SoftwareDistribution folder and the D:\WindowsUpdate folder.
To remove that junction between those folders, you just need to run this command (provided this is the exact folder you created the link to).
rmdir D:\WindowsUpdate
This command just deletes the folder on the D drive you created the link to and removes the link.