As I know, GR does not need to assume anything about a >3D space, where our 3+1 spacetime can be embedded into. However, I think the curved 3D space (more clearly, the spacelike cuts of the 3+1D spacetime) can be embedded into a higher-dimensional space, only GR can not say anything about it.
Is it known, at least how many dimensions should a flat, "super-space" have?