You just need to answer one question:
Is your table already storing data? (Especially the table included foreign key.)
If the answer is yes, then the only thing you need to do is to delete all the records, then you are free to add any foreign key to your table.
Delete instruction: From child(which include foreign key table) to parent table.
The reason you cannot add in foreign key after data entries is due to the table inconsistency, how are you going to deal with a new foreign key on the former data-filled the table?
If the answer is no, then follow other instructions.