I do believe that there is vitamin D in lard - but NutritionData gives none as the amount! I think they are wrong on several things however - so I'll keewp eating my lard, chicken fat, duck fat and meat drippings!
I think D3 in these amounts can be found in pork fat only. Pigs synthesise Vitamin D the same way the humans do, through skin and store it in their fat.
DO NOT buy conventional lard as it is very bad. It's hydrogenated and comes from unhealthy animals. If you can't find pastured lard, go with grass-fed butter which are available at most supermarkets (kerrygold brand is grass-fed, organic valley has a "pastured" product, see if you can find either).