It sounds like you are asking how to get the iRT peptides added to your Skyline document so that they show up in the Targets tree.
When you press the "OK" button on the "Peptide Settings" dialog, Skyline is supposed to notice that you do not have any of the iRT standards in your document and offer to add them.
If Skyline does not offer to add the iRT standards when you OK the Peptide Settings dialog, then you may need to do the following:
1. Go to "Settings > Peptide Settings > Prediction" and change "Retention time predictor" to "None".
2. OK the Peptide Settings dialog
3. Go to "Settings > Peptide Settings > Prediction" and change "Retention time predictor" back to the iRT predictor that you had chosen before.
3. OK the Peptide Settings dialog.
Skyline should then say "The document does not contain its iRT standard peptides..." and offer to add them.

If you want to add the peptides which are not iRT standards to your document, you could probably add them by going to "View > Spectral Libraries" and then pressing the "Add All" button.
-- Nick