Go to Settings >> Custom Attributes >> Scroll down to Attributes.

→ To add a new attribute, click Add New

Fill up the required details.

Value - Can be of any value
​List - You have to define the list to select from
​Numeric - Numerical type value
​Date - Date type value

Click Add to add the attribute.

If you check File under Show In, it will create a Custom Attribute of type 'File' which will only be attached to uploaded files.  More on that here.

→ To delete an existing attribute, click the Delete button. 

Click OK to confirm deletion.

→ For List type attribute, you'd have to define the list as mentioned above. To edit it, click on the Edit button.

You will get the edit pane on the right hand side and you can define the list by clicking on Add New.

Example list-1: Fill up the details and click Add.

Example list-2: Click Add New again from the Editing List Values pane, fill up the details on the Add New Attribute Value window and click Add. Continue to do this if there are more lists to define.

Once you are done with the list, click Save List.

Then click on the Save icon on the attribute.