The Properties Editor for a Bitmap Join Index has an "Index Columns" tab. The relevant columns on the related "Dimension" Tables should be moved to the "Selected Columns" list on this tab.
As Philip said, you need to make sure the Physical Model is open before you do the DDL generation.
When you select the Generate button, the DDL Generation Options dialog is displayed. This has a set of tabs below the main panel. You can select the Bitmap Join Indexes tab, and check that your Bitmap Join Index appears there and its "Selected" check box is selected. (If it's not selected, select it.)
The DDL for your Bitmap Join Index should appear close to the end of the generated DDL.