To add a key to Pageant by reading it out of a local disk file, press the ‘Add Key’ button in the Pageant main window, or alternatively right-click on the Pageant icon in the system tray and select ‘Add Key’ from there.
Pageant will bring up a file dialog, labelled ‘Select Private Key File’. Find your private key file in this dialog, and press ‘Open’. If you want to add more than one key at once, you can select multiple files using Shift-click (to select several adjacent files) or Ctrl-click (to select non-adjacent files).
Pageant will now load the private key(s). If a key is protected by a passphrase, Pageant will ask you to type the passphrase.
(This is not the only way to add a private key to Pageant. You can also add one from a remote system by using agent forwarding; see section 9.4 for details.)