This is a Pathfinder Pro feature.
Pathfinder Pro users can create custom fields for contact data in the following formats:
To create and manage your custom fields, go to Contacts - Fields, and then select the + New Field button.
Add the Field Name and Field Type in the next page.
Note: Preference Center refers to a set of fields in the customer profile that can be changed by the customer, if they click on the appropriate link in an email Pathfinder has sent them. Set this option per field where you are happy for the customer to make a change.
In the conditions interface, your custom fields can be found under the Custom - Custom Fields drop-down.
Want to know when to create a custom field vs a tag?
Most of your customer data will be stored in tags, but this article explains when you might want to use fields.