The correct option is D And
Option D: 'And' is a conjunction that expresses an addition. It merely adds or connects two ideas. It does not express any relation between those ideas, or clauses.
For the given sentence, there are two clauses that are to be connected: "Then there was a sound of footsteps" and "Alice looked around".
Hence, this word 'and' is the most appropriate one and option D is correct.
Option A: 'But' expresses a contrast between two ideas; e.g., 'I am not feeling well but I shall come to work.'
The given sentence does not express a contrast.
Option B: 'Because' means 'for the reason that' and introduces a reason due to which something happened. For e.g., 'I looked behind because I heard someone.' Here the clause 'I heard someone' is the reason behind the action 'I looked behind'. The given sentence is the inversion of these ideas: The sound of footsteps weren't because of Alice's looking around.
Option C: 'That' as a conjunction refers to purpose. E.g., I hope that you pass in the exams.'
The given sentence does not express a purpose.
Hence options A, B and C are incorrect.