Is there any way to add Windows Phone device in IBM Worklight Studio for testing app there itself?
(except opening project with visual studio)
It is Microsoft Visual Studio that you should use to recognize your Windows Phone 7 device, not Worklight Studio.
In Worklight Studio you:
In Visual Studio:
You should read the IBM Worklight Getting Started training modules that are relevant to this environment:
Note that starting Worklight 6.1.0 (to be released in the near future), Windows Phone 7.5 support has been removed from Worklight (remaining is Windows Phone 8 for this platform).