Added Bevels To Objects In Blender

Option 1

Use the bevel modifier from the modifer menu

(this is probably what you want to do most of the time)

Then you can go to the Object Context Menu you can turn on Shade Smooth

(this is procedural until you hit "apply modifier")

Option 2

(Note: this is a destructive action vs the above which is procedural)

Select and object and hit CTRL + b to start adding vertices to make a bevel.

Use the scroll wheel to control the number of points added (which controls the shape)