As with any 4x4 a well chosen path will get you and your d40 through safely. The D40 is not a high clearance vehicle and is vulnerable to damage at the front with a low hung intercooler. It has a long wheelbase so your belly may scrape over erosion mounds. If you don't have any underbody protection then don't tackle terrain that will have you bottom out. Nothing wrong with a D40 offroad, just a bit too low.
To help mine offroad I fitted a rear locker, 2 inch lift, underbody protection and 265/16 tyres. It's done some great work but does have badly dented bash plates as a result.