You have to create the .ssh directory and the authorized_keys file the first time.
Create the .ssh directory:
mkdir ~/.ssh
Set the right permissions:
chmod 700 ~/.ssh
Create the authorized_keys file:
touch ~/.ssh/authorized_keys
Set the right permissions:
chmod 600 ~/.ssh/authorized_keys
The permissions are important! It won't work without the right permissions!
Now you can add the public key to the authorized_keys file:
cat ~/.ssh/id_rsa.pub >> ~/.ssh/authorized_keys
You have to add the public key of your computer to the authorized_keys file of the computer you want to access using SSH Keys!