1. Is the WLAN dongle connected to the RPI ?

lsusb

This should list you device as D-Link System.

2. Is the adapter working with the kernel used ?

uname -a

Check on raspberrypi.org if the kernel you chose to install is compatible with the WLAN dongle. If this is not the case you will have to install or update the driver, see section 3 as an example.

wget https://dl.dropboxusercontent.com/u/80256631/8192eu-kernel-build.tar.gz
tar xzf 8192eu-kernel-build.tar.gz
./install.sh

Replace kernel and build by the result of the command.

3. Update/Install driver

If you experience issues with the the WLAN dongle you can update the driver. Run the following three commands on the shell for kernel 4.1.18 build 845:

wget https://dl.dropboxusercontent.com/u/80256631/8192eu-4.1.18-v7-845.tar.gz
tar xzf 8192eu-4.1.18-v7-845.tar.gz
./install.sh