Enums must be specified at compile time, you can't dynamically add enums during run-time - and why would you, there would be no use/reference to them in the code?
From Professional C# 2008:
The real power of enums in C# is that behind the scenes they are instantiated as structs derived from the base class, System.Enum . This means it is possible to call methods against them to perform some useful tasks. Note that because of the way the .NET Framework is implemented there is no performance loss associated with treating the enums syntactically as structs. In practice, once your code is compiled, enums will exist as primitive types, just like int and float .
So, I'm not sure you can use Enums the way you want to.