Jocylyn,
Assuming you are talking about at design time, right click the container and select Edit. This will put a bluish border around the object and the new objects that you drop will go into the container.
You can also select the container from the list on the properties sheet.
Contained objects will be indented under the container on the object selection lists, which gives you another visual cue for where something is contained.
>I was wondering how to add objects inside a container?