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