DicomObjects does not have direct, simple ways to create DICOM overlays. This is because most people regard them as obsolete, having been replaced since 1998 or so by DICOM Presentation states, which we do fully support, using CurrentToPresentationState method.
However, there are equivalent ways of burning the images into the pixel data using “PrinterImage” method (though that requires the pixel data to be re-imported into the image as a PrinterImage does not have any demographics)
If you need to create Overlays, you have to add all the necessary attributes yourself to (60xx, xxxx), which is not a very easy task (but not impossible!). Ask us for help if this is something you need to do.