I created a list and added two custom content types to it, then I created multiple list columns and added them to the two original content types.
I now need to add a third custom content type to the list.
How do I add the list columns to the new content type?
If you created the multiple columns at the list level, you will need to add the new content type to the list first, and then add the columns to the third content type.
That's why it is a good practice to always create columns and content types at the site level. (Site Settings -> Site Columns or Site Settings -> Site Content Types). That way, any columns you make will be available for re-use in other content types, and if you edit columns or content types at that level, you can push those changes down to any lists that are using those columns or content types.
Here is an article on MSDN with some more information. It's old, but the concepts are still valid.
To address your comment on how specifically to add list columns to a new content type in a list:
If you go to the list settings page for that list, you should see all the content types in the list. If you click on the name of the content type, it will take you to a page showing you all the columns in that content type. Below the list of columns in that content type, there should be a link to "Add from existing site or list columns". If you click that link, the first options you should see will be the list-level columns.
