Hello there, Leifur. In QuickBooks Online (QBO), the New Transaction button for bank transactions is not where you add a new category. Instead, you need to go to the Chart of Accounts to add one.
To add a new category, go to the Gear icon> Chart of accounts, then click the New account button in the top right to create a new account/category. That new category will then be available when categorizing bank transactions.

Meanwhile, if you mean manually add a transaction to your bank feeds, check out this article for more information: Manually Upload Transactions into QuickBooks Online.
Moreover, did you know that we provide a complimentary session with our QuickBooks Live Expert Assisted service? Our experts excel at making financial management effortless and offer tailored advice, especially in managing your bank transactions.
Please let us know if you need additional assistance with QuickBooks.