To add a wallet to your Sapien account, click 'Wallet' in the upper-right corner. Currently, Sapien only supports the Metamask wallet, which you need to install as a Chrome extension. Click 'Connect' in the sidebar that appears, the button just below the Metamask icon.
After you click the button, Metamask will prompt you to sign a transaction to connect the wallet to your Sapien account. Complete the transaction and your wallet will now be linked, enabling you to engage in Sapien's token economy.