Answer: The answer is D. He advanced from the north towards Jackson, then went to Vicksburg
Explanation: Grant initially planned a two-pronged approach in which half of his army, under Maj. Gen. William Tecumseh Sherman, would advance to the Yazoo River and attempt to reach Vicksburg from the northeast, while Grant took the remainder of the army down the Mississippi Central Railroad.
<em>After defeating a Confederate force near Jackson, Grant turned back to Vicksburg. On May 16, he defeated a force under General John C. Pemberton retreated back to Vicksburg, and Grant sealed the city by the end of May. In three weeks, Grant's men marched 180 miles, won five battles and captured some 6,000 prisoners.</em>
-Note
I do reckon thinking this through yourself before using this answer to make sure either my theory or your theory is right.