If you need to add tracking number to shipment (the assumption here is that the shipment is preexisting and you want to add tracking numbers kind of retroactive), you can use this code:
$orders = array(
'100000033' => 'XXXXXXXXXXXXXXXXXXXXX',
); // order increment id / tracking number pairs
foreach($orders as $orderIncId => $trackingNumber)
{
$order = Mage::getModel('sales/order')->loadByIncrementId($orderIncId);
$shipment = $order->getShipmentsCollection()->getFirstItem();
$trackmodel = Mage::getModel('sales/order_shipment_api')->addTrack($shipment->getIncrementId(),'track_code','Some title...',$trackingNumber);
}