There is a + next to Done, you should click on it
Hi @ste001 welcome to the Atlassian community.
The permission to "Add column" on a board is more related to your user role on that board. You may check the same by clicking "configure board" >> column section. If the option is greyed out (sample screenshot inline), you need to contact your in house Jira admin.
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Please click on 3 dots (...) >> Board settings >> Columns.
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