a variable is something that varies between cases. Usually, this is one thing that varies between cases (e.g. gender varies between people, youa re male or female).
So first, you would probably want to add several variables and not "a variable".
You can use the merge function to add this information to your datafile, if in both files you have a variable that is an indicator (ID) variable.
Then depending on the model you are running, you can indicate in spss that there are for instance repeated measures for a certain variable, and spss can "know" that each case has 1 characteristic on the "gender"variable (or other variables).