Although rishi's answer works great, this doesn't add the framework to the Project Navigator's "Frameworks" folder.
Another method is to right click any of your existing frameworks in the Project Navigator's "Frameworks" folder, select "Show in Finder," then just drag and drop the framework you want to add.
When it asks how you want to add the framework, make sure you add it to your target, which will then add it inside the "Link With Libraries" section of Build Phases.
UPDATE:
This is merely a convenience method for adding a framework for those that are looking for the framework to show up in their "Frameworks" folder.
Read comments about not selecting the "Copy to group's destination folder" checkbox, because it will unnecessarily add it to the root of your project folder.