You need to modify the workflow in order to add more statuses/transitions under the Worflow drop down. https://confluence.atlassian.com/adminjiraserver074/working-with-workflows-881683683.html
But to add a comment to an issue you don't need to have a workflow transition for it, as long as you have browse and comment permission in the project.
Assuming you are using the default workflow that look something like this.
The All indicate that it is an global transition, meaning that all statuses can transition to that status no matter what status it is transition from. Note that renaming a status is global, so all workflows that are using that status will be affected.
If your workflow look something like this
And you want to rename the Done transition (circled), you need to remove the existing one and then create a new transition.
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