AutoCAD LT 2012 introduced the NCOPY command, which lets you bring objects from referenced files into the host drawing.
But what if you just want to grab a dimension style (not a dimension object) from an xref? Try a much older command: XBIND!
XBIND (which is not the same as BIND) is most easily available at the command line. It lets you import named objects—layers, dimensions styles, text styles, blocks, linetypes—from a referenced DWG into the current file.
Bound items bring in their drawing prefix; the layer imported above would become “MapBuildings$0$_EDIFICIOS”. If you want to get rid of that, you can always use the RENAME command.