Here is the answer for whos may need the same help :
MyDicObj = Simulink.data.dictionary.open('myDictionaryEnumTest.sldd');
mySection=getSection(MyDicObj,'Design Data');
%% Add an enumerated variableType to a section of a Data Dictionary
MyEnum=Simulink.data.dictionary.EnumTypeDefinition();
appendEnumeral(MyEnum,'NONE',1,'');
appendEnumeral(MyEnum,'LOCK',2,'');
appendEnumeral(MyEnum,'UNLOCK',3,'');
removeEnumeral(MyEnume,1); %To remove the default element 'enum 1', but it doesn't work with me
addEntry(mySection,'MyEnume',MyEnume);
% for more information here is the documentation :
https://ch.mathworks.com/help/simulink/slref/simulink.data.dictionary.enumtypedefinition.html?s_tid=srchtitle_Simulink.data.dictionary.EnumTypeDefinition_1