How to add a bot?
Does bot can be added for any website, or it is limited to search engines?
Go to Admin CP > Configuration > Spiders / Bots > Add New Bot.
It's limited to search engines only though. How do you expect other websites to crawl your website?
and what is User Agent String ?
is it the ip address of search engine?
No, it's the user agent string. It doesn't have any second meaning attached to it. Here's a list of user agent strings:
http://www.user-agents.org/