That's a great question! The first step is to add the custom fields that you need into your account. Click the name in the top right and select My Settings, scroll down to the Contact Settings section, and click Manage my custom fields:
From here you'll click Add custom field, select which type of field to use, give it a Field Name, and click Save:
As a best practice, you won't want to create any custom fields that already exist as Constant Contact fields.