Columns in Grades are created when an assignment has been created and published. To create a column in the Grades, go to Assignments, create a new assignment, and publish the assignment. How to create an assignment
Even if the assignment is not submitted online, you will still need to create and publish an assignment for a column to appear in Grades. You can designate the assignment as On Paper or No Submission if students are not submitting online.
Once the assignment is published, you can go back into Grades and enter in grades for the students.