If your photos are in JPEG format it is possible to process them in Camera Raw, but let's not go there just at the moment.
There are a number of ways to add vignetting (as there are with most things in Photoshop), and it depends what you want the vignette to look like (darker, lighter, blurred etc.) but a very simple way of doing it would be:
- Duplicate your original image layer
- On the duplicate layer, do whatever you want to the image (darken, lighten, blur...whatever)
- Still on the duplicate layer, select the Marquee tool (Rectangular or Elliptical, depending on the shape you want your vignette) and select the area that you don't want the vignetting applied to (i.e. the centre part of the image).
- Select Select > Modify > Feather and enter a generous amount (say 10-20 pixels, although this will vary according to the size of your image )
- Select Select > Inverse
- Select Layer > Layer Mask > Reveal Selection (or simply click on the Add Layer Mask icon at the bottom of the Layers palette)
The beauty of this method is that it employs non-destructive editing, so you can always adjust or remove your vignette effect later if you want to.
There are lots of other methods:
photoshop vignette - Google Search