What's a good workflow (usage procedure) for creating a UML Sequence diagram in Dia?
A:
From the UML Sheet of Special Objects (left toolbar, center palette, use drop-down to select "UML"), select the UML Object object, 
, and then place an object in your diagram.
Next, from the same UML Sheet, select the lifeline object, 
, and place it in your diagram. Then connect the lifeline's uppermost line handle to the UML Object placed in the last step.
Use the UML Message object, 
, to connect one lifeline to another.
Right-click on the lifeline to adjust the lifetime of the object, or to add or remove connection points.