The D chord is labeled as a bIII in the Roman numeral convention and we have not met that yet in the examples. So a little explanation may help understand this.
We are in the key of B major. The B major scale is B C# D# E F# G# A#
Within this major scale the 3rd scale degree is D#. The chord that we are introducing to this progression is built on a root note D. We must therefore reference the fact that this chord is built on a note that is one semitone lower than the 3rd scale degree. Upper case Roman numerals are used as it is a major chord. Hence it is labelled bIII.
We can also use this same analysis to double check that the A major chord we also borrowed is indeed correctly labelled as a bVII.