As you know, we don't have option CREATING NEW WAGE TYPE in SAP. If you are working in a country grouping that SAP has not supported any standard Payroll schema yet, you cannot find any existing wage type to copy. There are a lot of questions involving this issue as well. So in this document you can find solution for the common issue.
You need some steps below
1. Using T-Code SE38 to set a breakpoint in program MPU30O01 on this line IF SYSTEM = SAP_SYSTEM
2. Start transaction OH11 and in debugging, change the value of SYSTEM to SAP
3. Now go inside OH11, you will see option "Copy between country groupings Ctrl +Shift + F12"
From there you can copy new wage types from wage types in country grouping 99.