Normally, just click on their names once, and a small window will pop up, and the bottom link will add you to him. If that doesn't pop up, go to his wall, and under his profile picture, there is an arrow that is showing down, click that, and there's be friends or something like that, click that.
Click on the persons user name and drop down to the row that says add person to your contacts and then click also send friend request to -user-, then it should add him if he accepts.
People, its been said countless times before: if the question is already answered right and you have nothing to add, please don't post repeating the same answers.