Add blog on my site

Either you have to convert your site to a WordPress site and add the blog or you may want to install WordPress in a sub-directory and link to your site. Review for more info:
https://codex.www.ads-software.com/Integrating_WordPress_with_Your_Website

Actually I am planning to convert my whole site in wordpress is this possible? If yes how can I do this?

It will be easy to convert your site to WordPress if you are using any content management systems listed for import here. You may also try the section on Importing from [X]HTML. If nothing works, you may need to convert individual pages manually.