Something confuses me here when going through the tutorial documentation..

It says: "Select "Objects / Circuit / Place Bus" from main menu or the corresponding button on the objects toolbar, then place bus in the design area by defining its key points. Right-click and "Enter" to finish placement and right click to switch to the default mode. Move mouse over part pin, left-click, then move to bus and left-click to connect."

Placing the bus is no problem...

And left-clicking on a part pin start the "wire" drawing mode...but when left-clicking on the bus it is just highlighted and no dialog appears to choose or add a new...
Also when right-click-enter it terminates the wire on the bus..but all wires are of unique netname...

So why is this "add to bus..." dialog not showing?

Please make sure that you actually create a wire (not a line) from a pin to bus. You should be in default or "place wire" mode before starting a wire.
You can find in the video guided tour how it is working: http://www.diptrace.com/tour/