Dice are typically 6 sided cubes which a different number of pits (or dots) on each side, denoting numbers from 1 to 6.
Only two examples of dice exist in the Thief missions. These are the giant die behind the couch cushions in the "Little Big World" (not an item, but a block of terrain), and Lucky Selentura's Golden Dice found in office in the Rampone Dockside Shipping warehouse.
Big red "novelty" dice are available in DromEd but for unknown reasons were never used. They may have been intended for the gambling den below the Overlord's Fancy.