The documentation at
https://confluence.atlassian.com/agile/jira-agile-user-s-guide/configuring-a-board/configuring-columns/using-jira-agile-simplified-workflow
says "...you may want to switch to Simplified Workflow. You will then be able to easily add new statuses from within JIRA Agile."
However, on clicking edit on the workflow there is this warning:
"This workflow is managed internally by JIRA Software. Do not manually modify this workflow."
Also, if I ignore the warning and add a new step anyhow, I still don't have more steps to configure in the board settings.
I also can't see any other way to add statuses in the simplified workflow.
(I also assume here that "Jira Agile" is just a legacy name for Vira Software, but I'm not sure.)