Hello,
I would like to delegate a subdomain to another DNS server to test DNSSEC. How can I add DS record to the domain hosted by dns.he.net? Thanks.
DS records go in the parent zone. You need to add them through your domain registrar's interface (assuming your domain is at a registrar that supports it). For reverse zones, it's my understanding that HE doesn't support that (yet).
If you are adding this for a subdomain of a domain you already have, just put the DS rrset into your zone. Works fine for HE with secondary zones (as I have done that personally) by adding it at the primary host. For HE with primary zone hosting, HE will have to answer the question.