You may find that your listings are incomplete if you add things yourself (ie you'll have trouble with getting emails and contact names, and so on). But if you launch your directory empty, then it's a really bad experience for your visitors and it will discourage submitters.
Give yourself a reasonable target of links to add before you launch, a number based on what a visitor would find useful in your niche. 100 listings is a good number to shoot for if you deal with a narrow topic area. The broader your topic is, the more listings you will need to add. Avoid having empty categories as far as possible.
So not only is it okay to add companies, it's something that you have to do to have any reasonable chance of being taken seriously by visitors and submitters.
there is nothing wrong with adding company sites to your directory, in fact it is the best thing you can do since you have full control of the sites that being placed in your directory.
Try adding high quality websites to your categories, sites that most visitors would recognize. This can help improve your submission rate since the submitters will not know if you added those sites or if those companies did in fact submit to your directory. It's a good way to get things started.