Create a Modal to Add new fields dynamically
I am not sure how this can be done entirely with Webforms. One option is to include in this webform all necessary fields, including the ones that would appear as a modal dialog. Even better, group these as a fieldset. 

Then in a custom module or theme include some jQuery logic with which would be very easy to create a modal dialog in the same page. There is a dialog widget in jQuery UI and this is a relevant question in SO.