It depends on what you are actually trying to accomplish...
The only folks who show up in the Company Directory are those configured as Users in IA, so if you truly want to add people specifically to the Company Directory the best method is the User Assistant and Worksheet, and use one of the import/creation methods in that wizard (as Ryan suggested).
If you just want another directory of people stored in a database or LDAP directory or something like that, you can set up a Contact List Source in IA and set that up for use in the Client. It depends on how the data is stored as to how you would set up the IC Data Source and Contact List Source in IA.