Control levels are used by the dashboard and reporting filters within WealthWorks+, and can be managed in the contact and entity records within the system.
This video tutorial will show you how to do this.
The tutorial demonstrates how to add a new role to a contact already within the system, to ensure they are seen within the Control Level drop down lists. In the event you need an entirely new contact record to appear in one of the control levels (e.g. a new 'Office'), you will first need to add that contact in the usual way. You can use Actions > Add Contact > Other, and give that contact a potential role of 'Office' when adding.
This tutorial is confirmed to be applicable from WealthWorks+ release 4.1.