To add one or more certificates to your list of trusted certificates, you can use the Add... button in the Security Preference Page. This will bring up the Grid File Dialog that allows you to browse either locally or remotely (if remote connections have already been defined) for certificates to be added to the certificate list. The selected certificates will be added with trust state "Always Trusted" to the list of certificates, i.e. they will be stored persistently.
This specific Grid File Dialog comes with various pre-defined file filters: