What is the meaning of the word Dhamma? Can anyone please explain the meaning of the word Dhamma in the sentence "Sabbe Dhamma Anatta"?
Since Anatta is Truth; Am I an instance of Dhamma?
"Dhamma" is a complicated word, or a simple word that's used in many different contexts.

Here is a definition.

I'd summarise it to myself as "described thing" or "anything you can identify".

In the phrase "Sabbe Dhamma Anatta", I think it's used in contrast to the other two of the three characteristics, i.e.:


  The three marks are:
  
  
  sabbe saṅkhārā aniccā — "all saṅkhāras (conditioned things) are impermanent"
  sabbe saṅkhārā dukkhā — "all saṅkhāras are unsatisfactory"
  sabbe dhammā anattā — "all dharmas (conditioned or unconditioned things) are not self"
  


Explanation:


saṅkhārās are aniccā and dukkhā
saṅkhārās are anattā too
nibanna isn't a saṅkhārā but it too is anattā


So instead of saying "saṅkhārās and nibanna are anattā", summarize that as "all dhammās are anattā" (where "all dhammās" is meant to include all saṅkhārās and nibanna too).



(In reply to the two comments below)

So:


Dhamma -- a teaching or a reality
Sankhara -- a compound thing or a conditioned thing
Anicca -- impermanent
Dukkha -- unsatisfactory
Anatta -- non-self or not-soul or without I/me/my
Sabbe -- all


And:


All sankharas are anicca, dukkha, and anatta
Nibanna is not annica and not dukkha but is anatta
Nibanna is not a sankhara but is a dhamma
So all dhammas (including sankharas and nibanna) are anatta


Here (for example) is a reference to Nibanna being a Dhamma:


  The Buddha refers to Nibbana as a 'dhamma'. For example, he says "of all dhammas, conditioned or unconditioned, the most excellent dhamma, the supreme dhamma is, Nibbana". 'Dhamma' signifies actual realities, the existing realities as opposed to conceptual things. Dhammas are of two types, conditioned and unconditioned. A conditioned dhamma is an actuality which has come into being through causes or conditions, something which arises through the workings of various conditions. The conditioned dhammas are the five aggregates: material form, feeling, perception, mental formations and consciousness. The conditioned dhammas, do not remain static. They go through a ceaseless process of becoming. They arise, undergo transformation and fall away due to its conditionality.