Create Claim
To create a Claim from the Claim Types interface, click "New Claim Type" from this tab.

A new Claim Type dialog will appear enabling you to add the claim type details you require:

Claim Type Option
You will be able to edit the Claim Type option from within the Add Claim Type dialog, to choose the datatype of the Claim

Add Another Claim
At this point, you can use whether to continue or to add another Claim Type.
If you choose to add another Claim Type straight after the current user, slide the switch to "Add Another Claim Type After Submit" and a fresh dialogue will appear once you have clicked "Add":

Save New Claim Type
Once you have entered all the Claim Type details, you should observe a Claim Type success dialog
