Go to Settings and Chose Custom Fields
Hit "+ Create" in the bottom left hand corner
Name your Custom Field
Choose if you want to use free text or if you want to validate your values and therefore use a picklist. (Imagine you want to store the language preference and the only options are "en" and "de". Than you can choose picklist and add the options "en" and "de")
If you want to include the custom field in every csv export, make sure you tick the checkbox.
Now you can use your custom filed as you would use all the other fields such as "firstname" or "email"