Hi Karen,
You are correct, you can add the columns on your board, but until the new status exists to be set in those columns you'll never see them.
You will need to modify your workflow(s) to have the new status and the transitions into them and out of them. Remember all projects using that workflow will also be updated. If you need to make a copy to modify.
Once that's done, you will then be able to go to the board and add those statuses to the new columns.
Let me know if you need more help.
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