How can I add a column to the Gradebook?

Gradebook columns are auto-created when graded assignments or quizzes are created. Columns appear for both published and unpublished items. There is no way to create a column without creating an assignment or quiz. 

Even for assignment without online submissions, an assignment shell needs to be created for the column to appear in the Gradebook. When creating the assignment, you can designate the assignment as On Paper or No Submission.