Do you select the unit before pressing D? In the original game design, the map will contain numerous units (ship and land teams). Therefore, direction command will only be issued to the currently selected unit.
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Maybe my control description is too ambiguous... To be explicit, pressing D will enter the "finding destination" state. Then, left-clicking on the map will determine the "destination," while the previously selected unit's location determines the "source." The great circle arc is determined between these two points, and the initial direction is given to the selected unit (it's the initial direction of shortest path on a globe).