With the use of YITH WooCommerce Custom Order Status, you can create custom statuses and assign them to the orders in your shop. You can also edit the default WooCommerce statuses.
The integration between these two plugins allows showing and managing the custom statuses created for your orders also on the Orders section of YITH Frontend Manager.
For further details about YITH Frontend Manager for WooCommerce settings, please refer to the official documentation.