Has anyone attempted to add extra senses to a creature through a BCI/Neural interface?
Short answer
Yes

Background
This subject touches upon a related technologie, namely sensory substitution, where a lost sense is replaced by a still functional sense, for instance:


The BrainPort developed by Wicab that lets blind people taste light (Fig. 1) (Stronks et al., 2016).
The, now discontinued, yet still highly popular Optacon device developed by Telesensory Systems that allows blind folks to scan a normal printed book page with a camera and read it back through braille input via this device (Stronks et al 2016).


However, you are specifically asking for devices that add novel sensory information, referred to as sensory augmentation, or sensory enhancement. The technique of sensory substitution can,quite obviously, be easily extended to add novel sensory perceptions, simply by using a sensor capable of sensing stimuli that the human sensory systems cannot, for example magnetism, infrared light and what not, for instance: 


Mapping the magnetic North on the human body through auditory or tactile actuators (Schumann &amp; O'Reagan, 2017).
Electrically stimulation of the brain in response to otherwise invisible infrared light (Thomson et al., 2013).  


References
- Schumann &amp; O'Reagan, Sci Rep (2017); 7: 42197
- Stronks et al., Brain Res (2015); 1624: 140–52
- Stronks et al.., Exp Rev Med Dev (2016); 13(10): 919–31
- Thomson et al., Nature Communications (2013); 4: 1482   


Fig. 1. BrainPort V100 vision substitution device. source: Plaid Zebra