I could just be missing something simple here but currently to add textures/materials in the paint menu I have to rely on the object I add to the scene. My work around is to add an object with lots of colours, then remove that object from the scene, and its materials stay in the paint menu. It would just be easier to have an add button (probably a plus icon) so that we can manually add as many materials as we want and to set up a colour palette.