Here is a video that shows how to create a custom field in Lightning:

and in Classic:

Just be sure you carefully evaluate the field type - for example, if you choose "number" as the field type, it will remove leading zeros. If there are any states than have DLN with leading zeros, that won't work. Also, if there are any states that have DLN with letters, you won't be able to use the "number" type. It may be more appropriate to use the "Text" field type in this situation. But ultimately, it depends on your needs.