How can I defined regions like default admin theme (Seven)? For example, visit admin/structure/block/manage/search/form/configure
config search block, in "Region settings", can see Seven (administration theme) "Dashboard(sidebar)" selected, but I find Seven Theme's file, there is no region defined as "Dashboard(sidebar)".

So how can I do the same thing as Seven Theme?
That functionality doesn't come from a theme, it's provided by the core Dashboard module.

The short answer to your question is: copy what the Dashboard module does. To actually do it will require a fair bit of development.

The regions are defined in dashboard_dashboard_regions(), and are eventually added to the page by dashboard_page_build(). The whole process bypasses the usual workflow of defining regions in the theme file.

I'm guessing it's been done like this so that the Dashboard can be used by any admin theme, not just the Seven theme included with core.