When their profile image appears, click the "Add Friend" button. This will send them a friend request. In the same "Friends" area, requests will appear that can be accepted or declined.

A friend request will be sent to that specific player you have selected and once the request has been accepted then you should be able to see them in the friends list.

It's a little bit more straightforward to add a player on the ROBLOX Player. At the top of the home screen, you'll see "Friends" and then a circle, that has an icon of two players, saying Add Friends.