We construct dyon solutions on a collection of coincident D4-branes, obtained by applying the group of T-duality transformations to a type I SO(32) superstring theory in 10 dimensions. The dyon solutions, which are exact, are obtained from an action consisting of the non-abelian Dirac-Born-Infeld action and Wess-Zumino-like action. When one of the spatial dimensions of the D4-branes is taken to be vanishingly small, the dyons are analogous to the t Hooft/Polyakov monopole residing in a 3+1 dimensional spacetime, where the component of the Yang-Mills potential transforming as a Lorentz scalar is re-interpreted as a Higgs boson transforming in the adjoint representation of the gauge group. We next apply a T-duality transformation to the vanishingly small spatial dimension. The result is a collection of D3-branes not all of which are coincident. Two of the D3-branes which are separated from the others acquire intrinsic, finite, curvature and are connected by a wormhole. The dyon possesses electric and magnetic charges whose values on each D3-brane are the negative of one another. The gravitational effects, which arise after the T-duality transformation, occur despite the fact that the Lagrangian density from which the dyon solutions have been obtained does not explicitly include the gravitational interaction. These solutions provide a simple example of the subtle relationship between the Yang-Mills and gravitational interactions, i.e. gauge/gravity duality.