Assuming you are using the XRay for Jira plugin:
First, you need to install XRay for Jira. Once installed, go to the XRay homepage and create a new test case.
Next, go to the issue in Jira that you want to integrate the test case with. In the issue, click on the 'X' icon in the top right hand corner. This will open up the XRay Issue Configuration window.
In the XRay Issue Configuration window, select the 'Test Execution' tab. Here, you will see a list of test cases that are associated with the issue.
To add a test case, click on the 'Add' button. This will open up the 'Add Test Case' window.
In the 'Add Test Case' window, select the test case that you want to add from the 'Select Test Case' drop down menu.
Once you have selected the test case, click on the 'Add' button.
The test case will now be added to the issue.