This post was edited by Phuoc Huynh on Dec, 2016
If you want to add census data to a GIS map, you need both the census boundaries and the data.

For the data, there are many possibilities. Most states have data download sites.

The Census bureau has an excellent site, called American FactFinder.

Here's a site with step-by-step instructions for mapping data from American FactFinder to ArcMap:
wcu.edu/WebFiles/PDFs/library_gis_handout_census_info.pdf