In Dubai, zebras are dressed in cloth (5)
I believe the answer is:
baize
'cloth' is the definition.
(baize is a kind of cloth)
'in dubai zebras are dressed' is the wordplay.
'in' says the answer is hidden in the clue.
'BAIZE' can be found hidden inside 'dubai zebras dressed'.
'in' is the link.
(Other definitions for baize that I've seen before include "Surface for 9" , "potter's work surface" , "Green stuff" , "Green woollen cloth" , "Green fabric" .)