Choose the dimension, right click on "Attributes" within the dimension to create a new attribute.
Now choose the level or levels that the attribute is applicable to.
If the attribute applies to all hierarchies and all levels of the dimension, then its a dimension attribute else its a level attribute (1 or more levels).
The same screen creates both types of attributes.
Uncheck the default option on the check box "Apply Attributes to" and expand, choose the hierarchy/level the new attribute applies to.
Read help on "Create Attribute" screen of AWM for more details.