You don't. The whole reason for using the SecureString object is to avoid creating a string object (which is loaded into memory and kept there in plaintext until garbage collection). However, you can add characters to a SecureString by appending them.
var s = new SecureString();
s.AppendChar('d');
s.AppendChar('u');
s.AppendChar('m');
s.AppendChar('b');
s.AppendChar('p');
s.AppendChar('a');
s.AppendChar('s');
s.AppendChar('s');
s.AppendChar('w');
s.AppendChar('d');