Not really sure if I understood you question.  Hopefully this helps.
If you need to add multiple clients,  
tb_clientes tb = new tb_clients();  
entidade.tb_clientes.Add(tb);  
tb = new tb_clients(); //create another  
entidade.tb_clientes.Add(tb); //add the 2nd one  
entidade.SaveChanges(); // you only need to call this once to save all changes.  
You also mentioned you had a customer and want to add clientes to customer.  You'll have to set the customer otherwise your clientes will remain orphaned.  
tb.Customer = yourCustomer;  
If you do the above, and assuming yourCustomer is already in the context, you will not need this line
entidade.tb_clientes.Add(tb);  
Since EF will know what you intended to do and automatically add tb to the context for you.  
You can also add clientes directly to the customer 
tb_clientes tb = new tb_clientes();
yourCustomer.Clients.Add(tb);
tb = new tb_clients(); //create another  
yourCustomer.Clients.Add(tb); //add the 2nd one  
entidade.SaveChanges();
Edits in response to OP's comments
From your images, it looks like you are creating a many-many relationship between the tables.
Will your tb_clients_contatos table contain payload in the future?  If not, the easiest thing would be to drop the contato_clientID column and make the remain 2 columns PK.  If you update the EF at this point, it will create a many-many relationship automatically.  You will not have to deal with this table since EF will maintain tb_clients_contatos for you transparently.  Here's the new code  
tb_clientes tb = new tb_clientes();
yourCustomer.Clients.Add(tb); //you're done at this point.  
    //A row in tb_clients_contatos will automatically be inserted when you SaveChanges.
tb.Customers.Add(yourCustomer); //this will work too.
If your relationship tables do need payloads, here's a good post on it.  Create code first, many to many, with additional fields in association table