If you are using earlier version of MDEX, like 6.2.x, you can use XQuery modules and MDEX webservice exposed. Though XQuery is still supported in MDEX 6.3.0 but now you can use Assembler API to do this functionality.
MDEX web service: http://<HostName>:<DgraphPort>/ws/mdex?wsdl
6.2 added some enhancements to dimension search to support implementing auto-suggest. The recommendation is to use that rather than xquery which was marked as deprecated in 6.3. The OOB auto-suggest cartridge in Endeca Commerce 3.1 may be a good reference to look at even if you're using an older version.
The docs for 6.3 can be found here: http://docs.oracle.com/cd/E35825_02/index.html and dimension search is discussed in the basic dev guide. You can also see the enhancements described in the migration guide in the behavioral changes section. Hope that helps
We have decided to use the Dimension search enhancements for auto-suggestion but I could not find any relevant document for the same.
Can you please direct me to a document that would help me on this?
If you can point the specific sections that deal on this, it would really help.