You can place arbitrary configuration files in this directory (must end in ".conf" and not start with '.') and they will be loaded in mostly LC_ALL=C order after the main configuration file is loaded.
The difference in sort order is that files starting with an are loaded before all others ... this is because all the files that and-httpd ships in the conf.d directory will start with a single '', allowing you to put configs. before them by specify two '_' but by default going before other configs. The other difference is that strverscmp() is used, if available, so x9.conf and x10.conf are loaded in the "correct" order.
Note that there is an and-conf.d-ls program, which will print the files which will be loaded (in the order they will be loaded).