If you put +5vdc on portd.4 does the LED light? If not then it's a hardware problem, if it does then try something really simple like;

DEFINE OSC 20
HIGH PORTD.4
END

Did the port go high? I took a quick look at the datasheet for you PIC, and I didn't see that PortD.4 is multiplexed, so it should work fine.

LAT is not in the manual, it is in the datasheet, it's a memory register, you've probably seen it as LATA, or LATB, etc.

Usually when I have this problem it's because I put the LED in backwards, even though I checked it three times before I soldered it.

Merry Christmas!

Jerry.