Before you start, make sure that permit_join: true is set in your configuration.yaml. Otherwise new devices cannot join the network!
It's equally important that permit_join: false is set in your configuration.yaml after initial setup is done to keep your Zigbee network safe and to avoid accidental joining of other Zigbee devices.
First check if the device page (Supported devices, click on the model number) contains instructions on how to pair your device.
If no instructions are available, the device can probably be paired by factory resetting it.
Once you see something similar to New device with address 0x00159d00016da0c8 connected! in the log your device is paired.