Attack it with ground units.
Yes, I'm that guy with the big office on the top floor of the Forum Gang tower.

Hi,
how can I add a province of my enemy to mine?
Attack it with ground units.

You need to move a unit to the center of the province. Any land unit will suffice, such as an infantry, armored car, tank, artillery, etc. You will have to eliminate any enemy troops that are between you and the province center.
You will need to declare war on the country in order to capture it. In most cases simply moving your units to their province center will cause a declaration of war. In some cases you may need to give an attack order and select the province center. Alternately you can change your relation with that country in the diplomacy menu to war before charging in, which is the best and most civilized way.
Units such as ships and planes cannot conquer a province. Neither will a province be captured by bombardment with artillery, you will need to move the unit to the province center.
Now when two units on oppising factions attack each other do they stop and attack? Or do they keep moving while attacking?
they will stop
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