From the main menu click on Advanced Setup and then click on Claim Lookups
1. On the Search Claim Lookups screen click on the 
button to add a new Claim Lookups
2. Click on the 
icon to select a LookUp type.
3. The LookUp Type screen open in a new window. Click on a Lookup type to select it.
Here the lookup type is selected as CASE_TYPE
4. Enter a code for the new Case type
5. Enter a Name for the new case type
Click on Save after entering all the required information.