DMs within your "Direct Messages" (your profile picture or initials in the top-left corner):
1. Right-click (desktop) or long-press (mobile) on the DM you'd like to add someone to, then select "view details".
2. Select "Add participants"
3. If the existing DM is set up as a 1:1 DM, you will need to confirm that you wish to promote that conversation to a Group DM.
Note: If the existing DM is set up as a 1:1 DM and someone else is added, the existing 1:1 DM is converted into a group DM, and the new participant will have access to the full history of the conversation.
DMs within a space:
Within a space, 1:1 DMs cannot be promoted to a Group DM. To create a group DM within a space, hit the blue plus button and follow the directions.