In the tasks tab in Milestones, click Link Tasks. A pop up will appear to show a list of available tasks on the right side. Click on the task to select them, and then click Add.
Alternatively, if the milestone does not have any linked tasks, you will see an initial info screen with a New button. Clicking this will allow you to either link an existing task or create a new one.
Users will need view permissions in tasks to link an existing task to milestone. Additionally, depending on a user's project permission settings, they may be able to see all the project tasks or just a subset of them. This is true for the tasks listed in the milestone's task tab, and the list of existing tasks when linking a task to a milestone.