First of all select a colour in the Main Palette. This will be the starting point for the new gradient. You need to have at least 2 colours (start-end) in the main palette and the selected colour cannot be the last (bottom) of the palette.
After the first colour selection you can set how many Steps this new gradient will be long. If you select 5 steps you will have 3 new colours added in your palette (3 because Start -1- and End -5- steps are already in the palette).
Click Preview before adding a gradient to see how the gradient addition will influence the palette.
Alter all colours at once
Move the sliders to change the Hue, Saturation and Lightness of the whole palette and check the Preview