how to insert the hex file into pic ic
1) You must have a programmer (hardware) to connect your PC to the PIC to be programmed. There are several programmers available for purchasing or you can build it yourself (lots of schematics and designs in the web). The easier and most simple is the JDM programmer, which connects to the serial port. The best programmers are those with USB connection.
2) With the programmer circuit, you should use a control software, which usually comes together when you buy the programmer. If you have preferred to build one, for example the JDM, you can use the ICPROG or the WINPIC800 softwares (they are free and easily found for download in the web). There is also the MPLAB IDE from Microchip which supports all oficial programmers from the manufacturer of the PICs.
3) All burning softwares allow you to load the HEX file and write it into the PIC flash memory. If you are building a ready project check if the HEX file is provided. If not, try to look for the ASM file and use an assembler program (for example the MPASM that comes with MPLAB from Microchip, also free to use and download).