To insert a dimension into an existing dimension or to to add an extension line to a dimension element, use the Insert (Dimension) Vertex tool that is in the Misc Dimenensions toolbox ("keyin" is INSERT DIMVERTEX). See "To add an extension line to a dimension element" in Help > Contents for more information on that.
For previous releases of MicroStation that do not have that tool, you can use Modify > Insert Vertex and Click on the point where you want to insert the new dimension or extension line. Then click Reset button to end the command.