A standard analogy for this is to consider multidimensional space as a garden hose. If the hose is viewed from a sufficient distance, it appears to have only one dimension, its length. Indeed, think of a ball small enough to enter the hose but not too small. Throwing such a ball inside the hose, the ball would move more or less in one dimension; in any experiment we make by throwing such balls in the hose, the only important movement will be one-dimensional, that is, along the hose. However, as one approaches the hose, one discovers that it contains a second dimension, its circumference. Thus, an ant crawling inside it would move in two dimensions (and a fly flying in it would move in three dimensions). This "extra dimension" is only visible within a relatively close range to the hose, or if one "throws in" small enough objects. Similarly, the extra compact dimensions are only visible at extremely small distances, or by experimenting with particles with extremely small wave lengths (of the order of the compact dimension's radius), which in quantum mechanics means very high energies (see wave-particle duality).
Another possibility is that we are stuck in a 3+1 dimensional (i.e. three spatial dimensions plus the time dimension) subspace of the full universe. This subspace is supposed to be a D-brane, hence this is known as a braneworld theory.
