As far as I understand, the idea is that the extra dimension is everywhere, but only has a tiny bit of wiggle room, and once you get to the end of it you come b

As far as I understand, the idea is that the extra dimension is everywhere, but only has a tiny bit of wiggle room, and once you get to the end of it you come back from the other side, like a circle. It's not an object in space, it's a direction that all objects can move in. If you're standing somewhere, you can move N/S, E/W, and jump up/down. The extra dimension is another direction particles can move in, except when they do they stay in the same place, and their momentum in that non-direction works out to be the same energy as electric charge. More of a magic trick than anything else.