Customer adresses list

[Littlepants]

I woukd like to be able to see and sort by the county (State) in this list, but if doesn't give me the option. I only have options of  

ID 
  First Name 
  Last Name 
  Address 
  Postal Code 
  City 
  Country 
 

Is it possible to add county (State)? The drop down list for set required fields for this section doesn't include "State"

 

Thanks if anyone can advise.

 

And sorry if I'm hogging this board at then moment - I'm just finding it very helpful while I find my feet. LOL