How do I add a new column in a task board?

You can add a new column in a task board by clicking "Edit this board" at the bottom of the "Task board" tab. Then click "Add a column" in the dialog.

Note that this will affect all sprints that use that task board. You can create a new task board instead, and use it in the sprints you want. To do this, go to the "Sprints" tab, open the popup dialog for a sprint, and click the "Manage task boards" link next to the "Task board" field. Then click "Add a task board". After creating the board, you can select it in the "Task board" field in the sprints where you want to use it.