You can drag files into the watched files table to add them. Also you can control/right-click on each for additional functionality of showing in the finder or choosing an application to edit in.
Another note about watched files: if one is opened in Hype, editing it will trigger a reload and use the current in-memory contents of the file, so you do not need to save.
Final note: you can drag in folders to watch all files within that folder. This is probably most useful for dealing with PHP where there may be required .inc files that wouldn’t be automatically picked up but you still want to have reload.