its easy. you have several options. depends upon how much juice you are gonna pull with your light (no application given, so...??). the best way to do it is to tap into the ISO fuse (either 13 or18, cant remember). its a 3 amper.whatever is hooked to that fuse will dim with the dimmer, like the instrument lighting.
so if you have a small draw light (like a led or small bulb for a gauge), just tap it into the dead side of the ISO fuse (when the fuse is pulled, one side is dead, one is not. use the dead side so you have fuse protection).
you can use a DMM to check for voltage draw on the light being installed(one reason i like using led lighting, as many draw under 20 mA).
you dont want to overload the iso circuit. if it is something larger in draw, you will want to set up a relay, using a wire tapped from the iso fuse as a trigger for the relay. since this will likely only be on with the car on, the extra 150 mA draw of the relay is no biggie at all. and you could run whatever you want with a relay.
i always like to stick an inline fuse on whatever i install. so say you tap off the iso fuse (3amp, IIRC). id stick a 1 amp fuse on whatever i install (given that a 1 amp fuse is appropriate), so that theoretically, the 1 amp fuse will blow before the stock iso fuse does. thus, preserving the stock lighting in the event that the wiring you do has shorted out, etc. just good practice, IMO.
good luck.