Hello,
Select fields have 2 possible source of their data (exceptions exist, but very, very rarely):
- it's linked to another recordSet
- it's linked to a CommonData table
CommonData tables were created to provide a simple way to store array-like elements, but everything is stored database so users can adjust the data stored there.
Fields you're asking about are of the 2nd type. If you hover your mouse over the label of such field, while editing, you can see which table is used for that field:

As you can see, Lead source is based on the Premium/SalesOpportunity/Source.
Now you need to go to Menu->Admininstrator->CommonData. In there, select view on table Premium, then on the next screen view on SalesOpportunity and finally view on Source. You should now see the table with currently available values. To add new value, press the Add array button on ActionBar. Enter unique key and value to be displayed to the user.
If needed, you can also edit/delete already existing values, but remember that if you change key or delete a row, records will not be updated, leaving those that had this value selected with empty value.
Also, certain CommonData tables are shared between few fields, like CRM/Access, that is used by Contacts, Phonecalls, etc.
Another important thing is, certain fields have some hardcoded functionality attached to them, like Status in tickets - which is strongly tied with the leightbox displayed when selecting it. It's best to start with small changes and make sure that the module still works as expected.
Hope this helps.
Kind regards,
Arek