Historically, Magento has included functionality to import new product records and new customer records, but not new attributes that don't yet exist in your store. Magento's native functionality expects you to set those up manually within your Magento Admin.
However, there are Magento Extensions that allow you to import attribute values. Here are some that might help (in no specific order):
As always, you'll want to look at the particulars of the extensions to see which would be the best fit for your use case.
Typically, once your attribute values are in Magento, you can export your product list with headers for all of your attributes, allowing you to edit the data, such as by adding new products to the list. You can then import your product data including the custom attributes that you've set up.
The important step is that you first create your product attributes and attribute values, either manually in the Magento Admin, through an import extension, or a similar solution.
