iClone 4 or 5? Standard or Pro?
Anyway, to add speech, select your avatar, and then select the Facial Animation tab. In the panel on the right you see various options to add speech.
You can use TTS, where you type in the text directly and it will then be spoken (depending on the voice you selected) and lip-synched.
Another option is to record speech to a file and then import it. iCone will then generate lip-synching for that file.
Whatever the method, the lip-synching will be applied to the avatar that you selected.