Once you have selected your file, you will see the import options, including the option to create a custom field.
Once clicked, follow these steps:
Step 1. Enter the name of your new Custom Field
Step 2. Enter the key name
Step 3. Enter a short description (optional)
Step 4. Enter a category (optional)
Step 5. Show in contact form (optional)
Step 6. Select a value type for easy segmentation
Once you have created the custom fields, you will see that you can select your new field from the drop-down menu:
Note that you can also create custom fields from the main menu.