As per topic title, there are already instructions on how to add Shadow of the Cat and Unfinished Business levels to TR1, but TR2 was released as "Tomb Raider II: Golden Mask" which includes bonus levels and TR3 was released as "Tomb Raider III: The Lost Artifact" which also features bonus exclusive levels.

Are these bonus levels included in the TR Trilogy, and if not how can someone add them?

These two are not included in the trilogy, however, you can install them manually.
For TR2 Golden Mask it's quite simple, follow these steps: https://www.tombraiderforums.com/showthread.php?t=211383

As for The Lost Artifact, I'm not sure. Some claim the addon was not freeware thus offering it online is considered piracy. Still, if you manage to get it, there are ways to run it with GOG rendition of TR3.