There are legends in the DT Annotations stencil, but it's likely they do not include all the shapes you are using, and/or many shapes you are not using.
So to create a custom legend, there are quite a few steps that must be repeated on each shape.
Its best to create a D-Tools project specifically for creating the legends.
1. Open the stencil containing the shapes you are using for editing
2. Open the shape using the right-click command edit master shape
3. Copy the shape and paste it into a visio drawing used to compile all your shapes into a legend
From here, how you choose to organize, present and name each symbol (shape) for the drawings is up to you.
We created the Enhanced Stencil Suite for SI5 to give users more uable shapes for plan views and each stencil contains a JPG legend ready to drag and drop onto the plan view page.
You can read more about it here:
http://d-tools.us/showthread.php?t=2155