Manage geographies how can we add List of values to added address fields ?

Hello ,

In manage geographies- we are facing an issue with missing value sets for additional fields we added for Postal address.

steps we performed : 
1) under manage address formats - for example Australia - adding the 2 fields for AU address formats - Provinces (prompt Region ) , and "additional address information attribute 1 " - Prompt - Territory.
2) adding to the "structure defined " under "manage geographies " , the 2 fields .
3) adding under validation defined - "the POSTAL ADDRESS in addition to HCM address - trying to mark under the value sets section the list of values for the new fields - and no option

how can we add list of values for those segments of address fields please ?