I am assuming from the way your question is worded ("add" reverb vs. "apply" reverb) that you are asking about adding an effect to one instrument in a recording of multiple instruments during post production mixing or post recording editing.
The simple answer is that whatever instruments or vocals or sounds are recorded on to a particular track in your recording device or software, will be affected by any effects you apply to that track.
So if you record dry guitar and dry keyboard on the same track, you cannot apply reverb to the guitar only.
But if you record the guitar on its own track (as I would recommend), then you can apply any type or amount of reverb or other effect to that guitar without having any affect on the other instruments recorded on separate tracks.
One of the advantages of recording each instrument or voice on a separate track is so you can apply and adjust effects, panning, volume and other attributes to each instrument individually during post production or post recording mixing/editing, to get the exact overall mix and sound you want.
If you need or want to record multiple instruments on the same track (say guitar, keyboard and vocals) - you will need to do some premixing prior to recording and apply any desired effects to the guitar (and adjust the intensity of the effects to your liking) before recording the guitar on the same track with other instruments.
Hope that answers the question you were asking. If asking about something different, please clarify in comments.