The same way you would for any other module-level edit, by packing the module as a MOD (with the exception of a couple of TSL modules that require RIM/ERFs). The characters in question would also need UTC edits to point to the new dialogues.
The game can't see content across modules. If you want dialogue from a different module, you'll need to make copies of the originals and load them in the second module, the same as any other dialogue for that module.
There are bits and pieces all over, although MDLEdit at least does have in-built help functionality. More extensive guides and tutorials will be available in the coming months after the recently announced site upgrades are completed.