After adding the story map, you can add an existing epic via search function or create a new epic.
You can assign issues to the epic the same way, either search for them or create new ones.
You can not assign epics to epics, this is not allowed by Jira
You can add additional epics to the story map at any point. The epics can be marked with custom colors. These colors do not correspond to the epic colors of Jira (the selection is too limited), so you can select any color you want here.
Once you have the second column set up, you can start moving issues between epics. Simply drag and drop them onto the second column.
You can adjust the issue summary or the epic title at any time by clicking the edit icon or by double clicking on the card.