A dimensional bridge was a connection between two points, sometimes in different dimensions but sometimes within the same one.
The interior dimensions of the Doctor's TARDIS were accessed from normal space by a dimensional bridge. The Second Doctor told Jamie about this to explain how the mass of the Darkheart planet and the neutron star it was actually part of were separated. (PROSE: The Dark Path)
When the Void consumed several incarnations of the Doctor, they were able to escape by creating a dimensional bridge. (COMIC: The Lost Dimension)