The correct option is D The way was long and the wind was cold.
Cumulative conjunctions are used for merely adding one statement to another.
Option A is incorrect: The word wind is missing. Hence, it is incorrect.
Option B is incorrect: The cumulative conjunction just adds one statement to another without offering choice. Hence, "or" is not a cumulative conjunction.
Option C is correct: "And" is an example of cumulative conjunction. Hence, the sentence is correct.
Option D is incorrect: The cumulative conjunction just adds one statement to another without showing contrast. Hence, "but" is not a cumulative conjunction.