We are live as solochain with POA. Now we need to add new validator to the network for that we need to add the keys to the chain also. How we can do that?
NOTE: Sessions pallet is not integrated yet on the chain.
You mean you have a live chain already running and you need to add authorities to the set? You need a specific pallet to manage that. Sessions could be part of the solution. But even if you add sessions, you would still need a pallet that allows adding and removing authorities.
You could write your own simple pallet to do this. Or you could use a complex pre-built thing like pallet staking.
You may find this blog post interesting to cover the important aspects of what you are trying to do https://www.gautamdhameja.com/resilient-poa-network-substrate/