1) In the CMSSiteManager, go to the Development tab. Then click on Cultures in the left panel. You can add your new culture there.

2) If you want to store localized strings for that culture (in addition to creating documents that use that culture), you can also click the UI cultures item and add your new culture there too. That area is useful for providing string values for web part text where you want to support multiple cultures using a common string key.

Hope this helps,
Elijah