Permissions are stored in a system-wide list. Roles are permission sets or bundles which can be expanded by adding new permissions to them.
Procedure
Go to the Users view and select the Permissions tab.
Expand the Edit Roles list and select the role you want to add permissions to.
In the [role name] dialog, select the checkboxes corresponding to the permissions you want to add.
Some permissions need other permissions to be useful. For example, to be useful, the Edit permission needs the corresponding View permission. For more information, see Dependencies between permissions.