Adding statuses is part of workflow.
To add a workflow status:
- Go to User Menu | Company Settings | Workflow.
- Click '+ Workflow' green Button at top of the page.
- Type a name for the new workflow/status.
- Select a type for the status: Treat as Open, Treat as Completed, or Treat as Hold.
- Select what items the status should apply to: Portfolio, Project, task, Issue, Request, or a combination of these.