First, when you say "How do I add Prime Video to my Roku channel", do you have a Roku device or are you viewing "The Roku Channel" on a non-Roku device? If so, you can't add anything to The Roku Channel; you need an actual device.
If you have a Roku device, are you in the U.S.? If not, it may not be available via Roku in your area. You should contact Amazon and ask them about it.
Also, What Roku model and model number do you have (Settings > System > About)? Amazon did not code their Prime Video app to work on some older Roku models.
"Prime Video is available for Roku 2 (except for models 2720x and 27020EU), Roku 3 (except for model 4230x), Roku Express, Roku Express+, Roku Streaming Stick (except for models 3400x, 3500x and 3500EU), Roku Streaming Stick+, Roku Premiere, Roku Premiere+ and Roku Ultra as well as Roku TVs."