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.
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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."