TortoiseHg Apply a Patch
It looks like there is no built-in support in TortoiseHg for this. Try this from a command prompt:
hg import my-patch-file.patch
That should apply the patch to your Mercurial repo and working copy.
First Stab Answer
You should be able to right-click on the patch file and choose "Apply patch..." - that's how it works for other TortoiseX clients. Make sure that you save the patch file to the same directory path it was generated from.
Downloading TortoiseHg 0.8.1 to test...
From Repository Explorer, Repository > Import...