Are you trying to add the color to the swatches, or the object as a pattern swatch?
For a color: select the object, go to the Color palette and drag the fill icon from the Color palette (not your object itself) onto the Swatches palette.
For a pattern swatch: select the object, go to the Swatches palette and select New Swatch under the drop-down. Name your swatch and click Okay.
