You can't add any materials to the standard SolidWorks material library, you need to create your own custom material library to add materials:
- Open any part
- Right click - Edit Material
- Go to the material tree on the left, highlight any material or folder, right-click & select "New Library"
- Right-Click & create an appropriate "New Category" under your new material library
- Highlight the new category, Right-Click & create a "New Material". Set all the new material parameters as needed.
As a shortcut, once you have your new library created, you can go to any similar material in the standard library, Right-Click & "Copy" it, and "Paste" it into you new library, then just change the parameters that are unique so you don't have to set them all.