To send a letter to the participants, you don't need a mailing status. You can send letters based on event, balance, way of payment etc. To prevent extra work, please check first if you do need mailing statuses.
You can check the filter options on this page.
There are 2 ways to add that mailing status to a participant.
You can either do that via the participant module -> mailings -> Assign participant mailing status
Select the participant(s) that need a certain status, press the 3 dots in the top of the table and choose the mailing status the selected abstracts need.
You can also do it via the people list. Edit the participant and in the bottom of the screen you can change the mailing status.
Step 3: Create letters