1. Go to Basic Parameters and in Dielectric Types create your dielectric.
2. Draw a shape of dielectric in the editor, it doesn't matter in which layer you are drawing it.
3. Select the shape.
4.Go to Adv Edit> Define Dielectric Call and define thickness of dielectric in Z1 and Z2 fields and ok.
That's it. This is the simplest way. Of course there are more options.