Do you mean adding folders, apps, etc. to the Finder toolbar?
There might be an easier way, but this works for the Finder window:
Click and hold down whatever icon you want to put in the Finder toolbar. Now, also hold down the shift key. Drag the icon to the area under your login name, just a little left of center.
You end up with whatever program, etc. at the top of the Finder window (I've attached a pic, in case this has made no sense whatsoever ... I have activity monitor, grab, and a few others there).