You don't put anything into Photoshop nor add images to it.
You open your files with Photoshop wherever you put them. In the Finder you can move them around at will.
Of course, if you happen to be in the wrong forum here and you are referencing Photoshop Elements, you need to go to the right forum:
In other words, just because you open and view an image Photoshop, that doesn't mean that your image will then be "in" Photoshop forever.
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You might try File>Place
What R-Kelly suggests would place one Photoshop document inside another Photoshop document, not "in your Photoshop". He's much better than I at guessing the meaning of hopelessly sloppy and even wrongheaded terminology, though.