Originally Posted by JulieS

If you are referring to the printed legend at the bottom of the Gantt chart, the only method would be to create a new task bar named "holiday" or the like and then manually enter each holiday as a task in the project plan.

Normally, holidays are simply exceptions that are recorded in the project calendar. You can print exceptions in a report. Report menu > Reports, Overview, Working days.

I hope this helps.
Julie