How do I add removal reasons?

To the right (web version, new reddit) where it says "r/yoursub". There should be a link that says "MOD TOOLS" that will get you into the MOD setting and you'll find the option to add removal reasons.

For new reddit or old reddit?

Or you could just create them with Toolbox and be done with it.

Here's a quick guide for toolbox that I will be adding to r/toolbox as soon as I get it converted to reddit wiki formatting.