To create a new custom column:
On the left-hand side of a record of the type you wish to create a custom column for, click View.
Click Custom Columns and then click + New Column.
When creating this column choose to either:
create a new Custom Column Group.
or to add a new custom column within a current custom group.
Creating a new custom column group will create a secondary tab within the custom column tab, you can do this by leaving the custom column group option blank, in the above instructions.