Can't get into hardware test software Mac Mini early 2009

Mac OS X El Capitan

In the owner's manual, it says to hold down the D key when starting up the machine to get to the screens that let you choose hardware tests to run.

When I hold down the D key, the computer just boots up to the main operating system.

From reading online, I was able to find a way to get to a screen that lets you choose which device to boot to. However, unlike some screen shots that I have seen on the web, I don't see a recovery drive as one of the drives on that screen.