First, create a saved search
Navigation to KPI Scorecard:
Customization>Centers and tabs> KPI Scorecards
Then open the custom KPI scorecard to which a new search is to be added. Click edit button
Then in the Content subtab, choose the custom tab, select the created search name in the CUSTOM KPI #1 option.

Then choose the KPIs option from that.

Here, select the Custom KPI #1
Save this.