Please launch your browser and enter http://dlinkrouter.local or http://192.168.0.1 into the address bar. Then login and follow the steps below:
Step 1: Click Features -> Website Filter


 
Step 2: If you want to create a list of sites to block, select DENY computers access to ONLY these sites from the drop-down menu. All other sites will be accessible. 

If you want to specify a list of sites to allow, select ALLOW computers access to ONLY these sites from the drop menu. All other sites will be blocked.

 
Step 3: You may specify a maximum of fifteen web sites. To add a new site to the list, click Add Rule, and enter the URL or domain you wish to deny or allow access to in the Website URL/Domain column, and click save. 

Note: 
1. If you wish to delete a rule, click on its trash can icon in the Delete column. If you wish to edit a rule, simply replace the URL or domain.
2. The https website can’t be blocked by website filter. For example: Facebook, YouTube, Amazon…etc. If necessary, please apply OpenDNS paid service to fulfill your requirement.
The service website is as below: https://www.opendns.com/setupguide/. There are 15 days for free trial. Sign up for new account, follow the setup guide to establish the service.
Note: Please confirm if DNS relay is enabled. (It’s enabled by default)