There are several ways.
Simplest way is to add a text layer, adjust the opacity as required and then flatten the image.
If you want your actual signature, the easiest way I have found to do that is to create a brush of your signature, which can then be used to stamp on to the picture.
You can mark each photo individually, but if you have a lot of photos that could be time consuming. You could set up an action for batch processing - much better if you have lots to do.