How can I add Apple Pencil to find my device

You don’t.

There is NO FindMy feature for an Pencil.'

Sorry.

If you turn Bluetooth on your iPad and Bluetooth detects your Pencil, you know it is within 50 feet of the iPad’s location.

Other than this method, your ONLY other options are your eyes and your memory recall.

Sorry & Good Luck!

You have not stated your iPad model. Check the document for compatibility

Apple Pencil compatibility - Apple Support

The model is 10.5 in iPad Pro