We review in a pedagogical way the method of differential equations for the evaluation of D-dimensionally regulated Feynman integrals. After dealing with the general features of the technique, we discuss its application in the context of one- and two-loop corrections to the photon propagator in QED, by computing the Vacuum Polarization tensor exactly in D. Finally, we treat two cases of less trivial differential equations, respectively associated to a two-loop three-point, and a four-loop two-point integral. These two examples are the playgrounds for showing more technical aspects about: Laurent expansion of the differential equations in D (around D = 4); the choice of the boundary conditions; and the link among differential and difference equations for Feynman integrals.