Custom columns
Besides grouping the board by Status, Assignee, Type, Milestone or Priority, there is a sixth option: Custom ordering - a board whose columns you define yourself, for a workflow the standard fields do not describe.
Adding, renaming, deleting and reordering custom columns do not currently work. The board itself displays, but the controls that manage the columns do not do what they say.
This is known and is being fixed. We would rather tell you that than write instructions for something that will not work when you try it.
What to do in the meantime
Use one of the standard groupings on the board. Between Status, Type, Milestone and Priority, most of what people reach for custom columns to express can be expressed with a field that also travels through exports and is readable by the API - which a custom column is not.
If none of them fits, Labels plus a filter is usually the closest workable substitute.
When it is fixed
This page will be replaced with a proper description: creating columns, moving issues between them, and what happens to those issues if a column is deleted.