The answer to your question would be that the sentence that demonstrates the correct use of the colon is the following one: Please pick up the following items from the grocery store: milk, eggs, bread, and cheese. That is, your answer would be D.
Explanation:
A colon means "that is to say" or "here's what I mean". You should use the colon to introduce an item or series of items and you should not capitalize the first item after the colon. In this case, the information after the colon includes the series of items that should be picked up from the grocery store.
