You may create a new dielectric layer opening the Dielectric Layers page in the Circuit Settings dialog box, selecting an existing dielectric layer, then clicking on the Above or Below button to duplicate the selected dielectric layer. You may edit it's parameters in the Dielectric Layers page or click on the Edit button to open the Dielectric Editor dialog box.
You may also right-click on a Dielectric Layer in the stackup manager in the project editor tab and select either "Copy Dielectric Above" or "Copy Dielectric Below" from the pop-up menu that appears. A new dielectric layer is added to the stackup manager. You may then double-click on the new dielectric layer to open the Dielectric Editor and change it's parameters if so desired.