1. Open GE
2. Open the Global code window (click on the script button near the add actor button)
3. In the global code editor just above the close button is a variable button.
4. Click it
5. In the new window click Add
6. In the new window enter the name you would like your variable to have
7. Set it's type to whatever you need (if you don't understand the types there is an explenation somewhere on the forum).
8. Click Add and you have a new variable.