Cannot use the web console to add global modules unless one or more global modules has already been added by editing the XML.
The add button presents the selection dialog, but does not make any changes when you select a module and click save.
If you have at least one global module configured in the XML before starting the server, you are free to add and remove and the XML updates accordingly. If you remove all of them, you can add modules afterwards while the server is still running. However if you remove all of the modules and restart the server you won't be able to add them again.