I want to add images to wx.Dialog (and then sizer) some like wx.ImageList and display it dynamically. 
But I don't want to change already displayed image, I want to add next.
How can I resolve this problem?
I don't think a dialog is a good choice for a growing list of images, but if you have a good argument for that...
Anyway, you should be able to display your images using the wx.StaticBitmap widget. To add another one, use your sizer's Add method, then call the dialog's Layout() method and maybe its Refresh() method. If you plan on displaying many images, then you'll probably want to look at the ScrolledPanel or the ScrolledWindow widgets.
How to add images/bitmaps to wx.Dialog