You should first convert it to List.IQueryble does not have a method for adding
//Declaration
IQueryable<Subscription> subscriptions;
//Populate
subscriptions = db.GetTable<Subscription>().Where(s => s.SubscriptionLinkTypeId == (byte)SubscriptionLinkType.Alarm);
var sub = _lstOfSubscriptions.First(
s => s.SubscriptionLinkId == subscriptionLinkId && s.SubscriptionLinkTypeId == subscriptionLinkTypeId && s.SubscriberLinkId == subscriberLinkId && s.SubscriberLinkTypeId == subscriberLinkTypeId && s.NotificationMethodId == notificationMethodId);
subscriptions.ToList().Add(sub);
Don't use Where and First together.
_lstOfSubscriptions.Where.First == _lstOfSubscriptions.First()