Dimension lines cannot be saved in GDS files.
GDSII and DXF files do not support saving of layout rules in the artwork cell editor.
A way to use layout rulers or dimension lines is to place the artwork cell in a schematic layout and place dimension lines on the new layout. To do this:
Have the schematic layout window open.
Click on the Layout tab and click on the name of the artwork library that contains the artwork cell you want.
A list of all the available cells will display in the lower layout window. Select the cell you want and drag into the open schematic layout you have.
Use the Draw or the toolbars to now add a dimension line or layout rules to the schematic layout.