I do not understand Bing
As I want to add my new site to all search engines I started with google and Bing.
Google was 2sec job. Just go to google.com and type "google site verification". On the top you will see link that you need and appropriate help page:
In case of Bing things are little complicated. From bing search (www.bing.com) same query "bing site verification" on the first page didn't return any meaningful link. Even one from Microsoft was outdated.
Proper link: http://www.bing.com/toolbox/webmaster/?lc=1033
Bing, you can do that better. At least try to index yourself properly at the first place :-(.
ps. some time ago I found that microsoft.com site is better indexed on google than bing. I really do not understand MS reasoning to skip its own domain...