Your entities are not added in the SpriteKit scene - they are added in the abstract GKScene.
When you are using the SpriteKit editor, you can think of your nodes as your entities; if you add a component to a sprite, say, and then load up the GKScene, you'll have an entity with two components: the component you added to the sprite, and a GKSKNodeComponent that points to the node.
What the Sprite Kit scene editor is allowing you to do is to have a nice mapping from a GKScene (which has no particular knowledge of a SpriteKit scene or its structure) and a SpriteKit scene by automatically creating entities representing an SKScene's nodes, and giving you a way to attach components to the entities that are associated with their sister nodes in the SKScene, so that you don't have to do it programmatically.
You can, of course, add your own abstract entities and attach components to them beyond the ones that the SpriteKit scene editor supplies. But currently, you'll have to do that programmatically outside of the scene editor, because the scene editor has no concept of an entity that is not associated with a node. (However, I suspect you'll find that you can just use an empty SKNode to act as a container for those types of components, and it will be a lot easier to manage with very little overhead. In other words, I don't think you'd get much value from manually managing those entities and components in code compared to being able to work with them alongside everything else in the SpriteKit scene editor.)