how to add hex file into design file to compile

What is your "design file"? If it is an HDL file, look inside for instances of altsyncram or similar megafunctions.

As Frank mentioned, there should be a reference to your hex file used for memory content initialization. If it is matching your hex file name, then you only have to put both files in the same folder and run a compile, Quartus will "incorporate" the hex file automatically.