You can add new authorities using the Cataloguing module if you wish (although it’s unlikely). More typically authorities will be created automatically when you create a new bibliographic record.
New authorities can also be created by loading authority records from external sources such as Kinetica, Library of Congress or SCIS. Any matching existing authorities will be replaced, and bibliographic records linked to the “old” authority will be merged with the new one.
And they can also be created when you load bibliographic records from other sources.
To create a new authority using Cataloguing: