To add MeSH terms to search strategies, go directly to the MeSH Database of controlled vocabulary, or go to the MeSH Database while using PubMed.
On PubMed's main page, scroll down from the search box and look for the MeSH Database link under Explore.
OR...
Look for MeSH as a link option at the bottom of each page in PubMed.
You may also add MeSH terms to your searches when building a search on the Advanced search page. Select MeSH Terms from the drop down menu, then enter your search term. Toggle the Show index/Hide index link to view MeSH terms with subheadings.
Here are a few more resources on using MeSH terms: