Hi Xiang,
you can include PCA analysis results to MLM/GLM : Analysis->PCA in Toolbar, and join PCA file to geno and pheno files.
Another option, for example, is joining results from some soft like STRUCTURE (Q matrix), or PCA/PCO from R package (like {ecodist}).
For MLM you also need Kinship (Analysis->Kinshipl).
Good luck!:)
Anna.