The admins of the service desk project will need to configure the request to include the new entry.
How to add a new entry..?
It depends on if this is a classic project or a next-gen one, but you can tell that from the bottom left where there will be a "configure project" link
If you have a next-gen project, then your agent can go into configure, find the request and issue type, go to the issue type, find the field and add options to it
If it is a classic project, then an admin needs to go to global admin -> issues -> custom fields -> find the field -> configure -> add options
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