Answer:
To open a door you must first know what a door is. To discover a hidden door you have to know what it looks like. To create a door between dimensions you have to exist in both dimensions simultaneously and in neither simultaneously.
An interesting question that smells heavily of escapism. The idea that another dimension exists...
So let me take you on a journey between this universe and outside of it. I am going to assume that you are familiar with the Big Bang theory, but not it's flaws. The biggest trouble people have understanding the theory is that there was a beginning and then a rare few question what came before that. Some even question what is beyond the edge of the universe. To that question there is an answer and the answer may be a hint to your question's answer.
Before time existed there is, was and will be eternity. Eternity is a realm where time does not flow anywhere. In this universe, time goes forward only and everything is trapped in it's current. This universe is trapped like a bubble in eternity. It's like a hot air balloon floating nowhere for a brief period of eternity. Where the universe began, it will end and with as much consequence. Eternity is a place of immense power, light and purity and this is where creation itself occurs. See that's a present continuous statement. To create a portal between this universe and Eternity would require a knowledge of Eternity’s pico-physics and chemistry and what structure this universe is held by. The laws that govern time would have to be manipulated to extricate yourself from its constraints and yet at the same time still carry a portion of this universe through the fabric of eternity to be in another dimension. By implication you would have to create another dimension or universe by taking a portion this one with you to survive the transition.
Imagine a fish wanting to travel over the face of the earth. As soon as the laws it lives in are maintained and it creates a device to move freely out of water then it might achieve that. Imagining you are that fish... trying to get out of the water. The same applies to people wanting to travel through space. They take a bubble of their habitat to survive the return journey.
The answer to your question it would appear, is to take a bubble of this universe and its laws with you to travel into another dimension and, you would have to intimately know what that other dimension's laws were to make this one's laws operate inside it. It would also require immense energy expenditure and absolute control of every natural law to bend them to your will. How you discover the laws of another dimension without travelling there would require communication between you and another undiscovered sentient being on the other side to begin with.
