You can add your Steam friends by clicking on the Add Friends button in the friend info window or the link below.
[Add friend link]
http://steamcommunity.com/search/users/
If you can not search for your ID on Friend Finder, go to your friend's profile page
You can add the friend there as well.
If it is not possible to add a friend on your profile page, your account may be in the "Profile private" state.
Profiles in that state cannot add friends