How do I add grain to a black and white photo to age it

Agree with all that there are, as always with Photoshop, many roads which can lead to the same destination. Another way is to experiment with texture overlays, as I've done below. The main thing to remember is ALWAYS keep one untouched original copy in case you make an irreversible mistake or change your mind.

Below is one (low-res) version. You can find all kinds of free textures by googling. This one is stone, but there are different paper and other textures as well.

To get the worn look, make open the image as an object from ACR. then duplicate it by right clicking on the layer in the layer panel, and select smart object via copy. This will allow you to change the ACR setting for each layer independently. Then you can edit one to have more grain. Apply a mask to thT layer to apply the grain or worn areas where you want them.

You can also use Camera Raw and apply grain there. There is a bit more control than the grain filter in PS.

I will also recommend to you to convert layer with image to Smart Object because you can later change grain settings without any penalty. Especially at the beginning you will need to practice and experiment and SO layers are forgiving any mistake.

There are many methods and filters in Photoshop, however, I normally use one of the options in the following action:

https://www.dropbox.com/s/5rmz0b6c7a40h7y/Smart%20Noise%20CS3.atn

Can you insert it into your post so we can see it? It might depend on the photo.

Filter>Noise>Add Noise

Granted there are other ways too.