First there is a diagram of the PyDia objects in the samples/Self folder:
http://svn.gnome.org/viewvc/dia/trunk/samples/Self/PyDiaObjects.dia?view=log
There is more in the diagram than visible on first spot, i.e. it makes heavy use of comments for methods and whole classes.
A good starting point should be http://live.gnome.org/Dia/Python
Than some extra bindings documentation is available at
http://hans.breuer.org/dia/bindings/index.html
And finally looking at the sources is common