There is no way to directly add new words to the dictionary.
iOS is supposed to learn new words more or less on it's own, as you use the correction features to select and keep them. Exactly how and when it works is a bit of a mystery. Sometimes the step by step instructions work, and sometimes they don't. It's easy enough to search for instructions on the web. The couple I tried before this replay did not work. I suspect they were for older versions of iOS.
What does work, but isn't really adding dictionary words, is to use Text Replacement as a workaround. By entering the word as both the shortcut and phrase, you can keep autocorrect from changing or marking the word as incorrect.
Go to Settings > Keyboard > Text Replacement.
This pretty useful for other things too. Shortcuts for symbols like ©, emoji

, addresses, phone numbers, etc. are a common use. Some of these may already be in your text replacement list. I'm not sure which ones I've added, and which came by default.