I guess this is all kinda dependent on what stuff is in the alternate dimension. If there is anything that is a fair simulation of a hockey rink, i.e. an icy or slippery surface, the first step would be teaching people how to skate on there. In order to do this, I'd need to find a thin piece of metal to wear on feet to simulate skates, but I think once this was accomplished in some form then we'd be well on our way to establishing what's required to play hockey. From there, we'd need something to replicate the sticks and the pucks to actually play the game; an actual stick (i.e. just a piece of wood) would do the job to start with if the resources weren't available to fashion a more realistic stick, beyond that I would say anything small like a stone could simulate a puck. Like I said, kind of hard to specifically state how I'd replicate the game without knowing a bit more about the world I'm in but hopefully that does a decent enough job.