Gilgamesh shows up in one of the final battles with Seifer on Disc 3. If you have Odin, he shows up in the beginning of the battle as if he's about to provide an instant kill, but Seifer slays the legendary summon. Zantetsuken flies out of his hand and slices through the sky, and I believe it cut an opening in the dimensional interval, creating an opening in the N-Zone, where Gilgamesh was banished in FFV, allowing him to come into Squall's world.
I don't think there are different dimensions, the closest thing would be alternate futures, as in the past's future (before the final battle) Ultimecia is a threat, whereas after that point, the timeloop is broken and that is no longer happening. Although she does go and enter Edea after that is done, the whole series of events is locked into the past.
All that being said, how could Rinoa be Ultimecia's descendent if Ultimecia lives in a time far in the future from Rinoa's?