Goal: You want to create a new Disk Partition on Windows Server.
Problem: You go to Server Manager -> Computer Management -> Storage -> Disk Management. You right click a newly-added partition (in the graphical bar section that says "Unallocated"). "New Simple Volume," "New Spanned Volume," and "New Striped Volume" are all grayed out.
Solution: Right click the "Disk X" (where X is the integer associated with the newly-added disk). Choose "Online." Right click the "Disk X" again. Choose "Initialize Disk." Now "New Simple Volume" should not be grayed out.