from memory you can add columns to the user profile - goto user accounts under admin - click on manage profile properties then click add new profile property.

You can also delete existing properties. You do not need to make any changes to the database

Adding to John's info...
The DNN user properties are split into "User Credential" properties and "User Profile" properties.  The Credential properties are "hard-coded" as dedicated table columns in the DB.  The Profile properties are dynamic -- you do not have the simple "one-table-column-per-property" as you do for credentials.  There is some overlap between Credentials and Profile (FirstName and LastName appear in both, for instance).  Such overlaps are actually stored twice but are kept in synch by DNN code -- this is one example of why you always want to try to use existing DNN objects and methods rather than write your own versions.
 
To summarize:  Adding a custom user profile field does NOT add a new column to a table in the DB.  If you're manipulating profile fields from your own custom programming code then be sure to tap into the existing DNN objects/methods for doing so.
 
Cheers!
-mamlin