In Sec. 4.1.4 under "Verifying Disjoint Variable Restrictions", it says: "Second, each possible pair of variables,
one from each expression, must exist in an active $d statement of the $p statement containing the proof." The word "active" in "active $d statement" means either a "mandatory" or "optional" (dummy) $d statement. We don't use the word "dummy" in the spec, but normally an optional $d is used for dummy variables in the proof. (There can also be redundant optional $d's that don't reference a dummy variable in the proof, but they do no harm.)
To get a better feel for $d's, you may find it helpful to experiment with some $d statements in
set.mm, i.e. commenting one out and seeing what the error message results when you do "verify proof" in metamath.exe. The error messages for $d violations give a lot of detail about what's going on.
Norm