While you can apply relations directly to dimensions, it is easier to open the Relations editor.
From there when you select a feature it shows all the feature dimensions. Selecting the dimensions of interest pastes the d# into the relations editor window. You can use Switch Dimension in the Relations editor to see the values of the dimensions, while at the same time, picking on a dimension adds it's symbol to the relation window.
Since you are in the Relation Editor, the software also won't prompt you about adding a relation.