"Say Im jamming using a minor pentatonic and I want to add chords in between licks. How can I do that? Should I know all the chords that go along with the specific key Im using or is there a simple way?"
To me this like asking "how can I juggle and ride a unicycle at the same time?"
Practice doing both;
know how to do them both very well separately
then practice doing them together.
Focusing on chords and then throwing in licks sounds more effective to me;
because I think it's easier to think in context of measures with chords; but regardless...