You can only add a parameter to a family in the family editing environment.
Select your family then click the "Edit Family" button in the ribbon.
Then in the family you can navigate to parameters by clicking the circled parameters dialogue.
You can also add project parameters to a category but that would not be associated to any modeled elements of a family.
When in the family you can select one of the modeled objects and assign parameters with the grey buttons as you can see with the door frame sweep I have selected.
For dimensions you need to select the dimension and then apply a parameter in the ribbon as shown by either selecting an existing parameter from the drop down or by creating a new parameter with the button.
