Select Find by device type (to see compatible devices sorted by type, like dimmer or motion sensor) or Find by brand (to see compatible devices sorted by manufacturer/brand), then continue following the prompts to find your specific device. Select the Devices menu item from the sidebar, then select Add Device in the upper right: Here's how to add new Zigbee or Z-Wave devices: See How to Build a Solid Zigbee Mesh and How to Build a Solid Z-Wave Mesh for more. If they are too far from your hub, you will need to add repeating devices (devices that plug in to the wall or are AC/mains-powered) to make the connection.
Remember that as you connect Zigbee and Z-Wave devices, they will have a limited range. Some other devices, such as Lutron and the Philips Hue Bridge, are connected using integration apps which can be found on the Apps page instead. The Add Device page allows you to add Z-Wave, Zigbee, or virtual devices to your hub, a process sometimes known as inclusion, pairing, or discovering.