Stray capacitance is due to the parts themselves, the PCB itself, etc. so it is not a capacitor you add physically to the board. But you may need to take it into account, if its value is important at the frequencies of interest, or if its significant compared to the capacitors in that part of the circuit.
For example, if you use a compensation capacitor of 33pF and if stray capacitance is 5pF, then the actual compensation capacitance will look like 38pF, so the response will be different from the expected one.