The sum of the first n terms of an A.P. is given by:
\[
S_n = \frac{n}{2} \cdot (2a_1 + (n - 1) d).
\]
We are given that:
\[
S_n = 4n^2 + 2n.
\]
To find the common difference \( d \), we take the difference between \( S_n \) and \( S_{n-1} \), i.e., \( S_n - S_{n-1} \):
\[
S_n - S_{n-1} = a_n.
\]
Differentiating \( S_n \) with respect to \( n \) to find the common difference:
\[
\frac{d}{dn}(4n^2 + 2n) = 8n + 2.
\]
Thus, the common difference \( d \) is \( 8n + 2 \).
Therefore, the correct answer is \( \boxed{4} \).