On all Windows and Mac X OS systems, you will find the "Add to Watch list" button/link just below the "Place bid" button in the Current Bid section. It's small and white, so you could easily overlook it. (There's also a convenient drop down menu next to it so you can add the item to other lists.)

I don't currently have access to a Linux system, but I would imagine that the "Add to Watch list" button/link would be placed in the same location since this is dictated by the webpage design rather than by the browser.