Click the modify icon (toward the right of the page) for the campaign you want to add custom leads to
Once you are on the page below, click Add Custom Field.
You will then see this form, fill it out and then click submit.
The field will now have been added for that list.
Note: Ytel recommends that custom fields be used only if the default fields are not sufficient for your leads. In our experience, not using any of the default fields and just using custom ones can make things much harder to keep organized.