You need to add it to the vehicles water reservoir - the plastic bowl looking thing with a (usually) yellow, screwed down lid.
There's a minimum amd maximum level indicated on the side. To stay within these parameters when adding additional fluid, ie the antifreeze, you need to drain some of the existing volume off first.
This is done by disconnecting the bottom hose of the radiator. You can do this yourself on some cars, others ned to be accessed from underneath and will need to go on a ramp. Drain off a litre and then add the equivelant volume of antifreeze to the reservoir.
You may alternatively, get away with just adding some antifreeze if your level is low to begin with?
As Toureman says, we need to know what car. Morello is correct, but you may also top it up directly into the radiator, such as on my Honda.
As Morello also wisely states, DO NOT TAKE ANY CAP OFF WHILST THE ENGINE IS HOT. Firstly, adding cold water to a hot Engine could cause serious problems. But worst of all, I have seen work colleagues take the skin off their faces.