The D programming language's standard compiler DMD can run on all major platforms. To install DMD see here. To install by command line you may run the command (found on the D website):
curl -fsS https://dlang.org/install.sh | bash -s dmd
pacman -S dlang
choco install dmd
layman -f -a dlang
brew install dmd
Installation on Debian/Ubuntu distributions needs that the APT repository be added to the sources list.
wget http://master.dl.sourceforge.net/project/d-apt/files/d-apt.list -O /etc/apt/sources.list.d/d-apt.list
wget -qO - https://dlang.org/d-keyring.gpg | sudo apt-key add -
apt-get update
apt-get install dmd-bin
LDC is a D compiler thats uses the oficial DMD compiler frontend and LLVM as its backend.
GDC is a D compiler that uses the GCC backend to generate code.
In order to make life easier you may also want to install an IDE (Integrated Development Environment). The D-Language Wiki has a list of available IDEs and Plugins for all Platforms here.