IMPORTANT In order to add a blank budget, you need to OWN the company (or have the proper manage rights), not "share" the company. Review that you are indeed the OWNER of the company first before adding a blank budget  

1- You can quickly add a blank budget to an existing company by pressing the Add button in the TOP MENU. 

2- Enter the name of the new blank budget and press Submit.

Related Articles (Please refer to the links below) 

- How to SELECT a budget

- How to RENAME a budget