By changing the coordinates to cylindrical ones with a diffeomorphism $\Psi $,
$$
\Psi^{-1}(D)=\{(\rho,\theta,z): \rho ^2-16\leq z\leq 4-\rho\} = $$
$$
\{(\rho,\theta,z)\in \mathbb R_+ \times(0,2\pi)\times \mathbb R|\rho \in [-5,4], \
z \in [\rho ^2-16,4-\rho] \}.
$$
$D$ is measurable and so is $\Psi^{-1}(D) $. So by changing coordinates and Fubini's theorem you have:
$$
\int_D |z| dx dy dz =\iiint_{\Psi^{-1}(D)} |z|\rho d\rho d\theta dz=$$
$$=\int_0^{2\pi} \int_{-5}^4 \int _{\rho ^2-16}^{4-\rho} |z|\rho dz d\rho d\theta=$$
$$=2\pi \int_{-5}^4 \rho\int _{\rho ^2-16}^{4-\rho} |z| dz d\rho.$$