A singleton set is a set that contains exactly one element.
- Option A: \( \{ x : x^2 = 4, \, x \in \mathbb{R} \} \) gives two solutions, \( x = 2 \) and \( x = -2 \), so it is not a singleton set.
- Option B: \( \{ x : |x|<4, \, x \in \mathbb{N} \} \) includes all natural numbers less than 4, so it contains more than one element. It is not a singleton set.
- Option C: \( \{ x : |x|<-4, \, x \in \mathbb{N} \} \) has no solution, because no natural number satisfies \( |x|<-4 \).
- Option D: \( \{ x : x^2 = 4, \, x \in \mathbb{N} \} \) gives the solution \( x = 2 \), which is a singleton set.
Therefore, the correct answer is option (D)