It's a marketing tactic to describe extra dimension in theater experience.
A 4D theater is one that usually adds motion controlled seating. 5 and 6D add other sensory input such as adding smells to the experience.
Imagine being in a motion controlled seat in a theater showing a film about a water tanker pilot fighting a forest fire. You would see the environment, would feel the vibrations in the seat, hear the rumble of the engines, smell the aluminum, fuel and oil, you would feel the impact and the vibrations as the tanker skims the water to scoop it up, smelling the salt in the water (if you were pulling from the ocean) and then feeling the heat as you approach the fire and smell the smoke.
In this case you have L,D,and H in the 3D effects, the 4th D would be the motion controlled seating, the 5th would be the smells, and the 6th would be the feel of the heat (or other tactile/touch effects)