CODE
    public function hookActionAdminListModifier($params)
    {
        if($params['controller'] == 'AdminOrders') {
            $params['defaults']['my_new_column'] = array(
                'selected' => 0, 
                'title' => $this->l('My New Column')
            );
            ... your code ...
        }
    }

    public function hookActionAdminListColumns($params)
    {
        if($params['controller'] == 'AdminOrders') {
            if($key = $params['key']) {
                if($key == 'my_new_column') {
                    $params['select'] .= ', my_table.`id_my_identifier` as `my_new_column`';
                    $params['join'] .= 'my_table ON(my_table.id_customer = a.id_customer)';
                    $params['fields_list'][$key] = array(
                        'title' => $this->l('My New Column'),
                        'class' => $params['auto_width'] ? 'center' : 'fixed-width-sm center',
                        ...
                        'callback' => 'myFunction',
                    );
                }
            }
            ... your code ...
        }
    }