On postback, how can I add a error message to validation summary?

Add a custom validator and manually set it's IsValid and ErrorMessage properties. Sort of like this:

<asp:panel ID="ErrorsPanel" runat="server" CssClass="ErrorSummary">
    <asp:CustomValidator id="CustomValidator1" runat="server" 
        Display="None" EnableClientScript="False"></asp:CustomValidator>
    <asp:ValidationSummary id="ErrorSummary" runat="server" 
        HeaderText="Errors occurred:"></asp:ValidationSummary>
</asp:panel>

In the code behind:

//
// Update the database with the changes
//
string ErrorDetails;
if (!Db.Update(out ErrorDetails))
{
    CustomValidator1.IsValid = false;
    CustomValidator1.ErrorMessage = ErrorDetails;
}

To add error message on validation summary you can use EnableClientScript property of ValidationSummary and the other validation controls. Set EnableClientScript to false all of them :

<asp:ValidationSummary
HeaderText="You must enter a value in the following fields :"
DisplayMode="BulletList"
EnableClientScript="false"
runat="server"/>

For highlighting a control, no it's not possible with current controls.

But I put my validation controls near the related controls, and I set their Text property as "*". Then if the validation fails, it appears near failed control.

Maybe you can use custom validator to highlight the failed control. But you should write your own implementation.

Here is a version of the above answers that is an extension method for ValidationSummary, which takes care of the validation group ID.

public static void AddCustomMessage(this ValidationSummary summaryControl, string message)
{
    summaryControl.Page.Validators.Add(new CustomValidator {
        ValidationGroup = summaryControl.ValidationGroup,
        ErrorMessage = message,
        IsValid = false
    });
}