How to set up VLAN with un manageable switch? how communication is done between vlan's?

I have router board 951g-2hnd
d-link unmanageable switch.

The unmanaged switch is invisible to the devices connected to it.
It doesn’t care about 802.1q tags at all.
If you send tagged traffic into it, it comes out tagged on any other port.
If you send untagged traffic into it, it comes out untagged on any other port.

So if you want to use a vlan tag, just make sure that every device participating in the VLAN uses the tags.
You cannot put a tag on one interface and make it untagged on another for only this one VLAN.
That is why there is such a thing as a managed switch.

SO it is not possible to set up vlan with unmanageable switch?

No. You can`t access the switch to create vlans.