All entries on a Self Assessment tax return are in pounds sterling. Some entries may need to be converted from a foreign currency to pounds sterling. You can find the offical rates here:
Exchange rates from HMRC in CSV and XML format
A foreign dividend is one that is paid by a non UK resident company. The Isle of Man, Jersey and Guernsey are classed as overseas, so any dividends from companies registered in these territories are foreign dividends.
If you are submitting your tax return online, In section 3, tailor your return, select 'yes' to the question regarding receiving foreign income. In section 4 'fill in your return', select 'foreign income types'. The first section is regarding foreign dividends. enter a reference, so you can easily identify the shares in a list, select the country and enter the gross dividends. The foreign tax taken off box is optional. Click on 'add' and repeat until all of your foreign shares are added. Click on save and continue.