How to add self-signed certificates to different browsers?

How do self-signed certificates relate with websites deemed as "security threats" by major web-browsers if they are browsed through https?

• https://www.sciencedaily.com/ ^e.g. why is this deemed as a security threat? says that it could be due to ScienceDaily using a self-signed certificate.

• Answer:

  It is most likely deemed a security threat because the identity of the web site has not been verified by a third party (e.g. a trusted certificate authority). The fact that you're able to communicate between your computer and the site itself via https simply means the connection is encrypted, it does not mean that the connection is trusted. Those are two very different concepts.