Hi ! You can use the add_column method:
from datasets import load_dataset

ds = load_dataset("cosmos_qa", split="train")

new_column = ["foo"] * len(ds)
ds = ds.add_column("new_column", new_column)

and you get a dataset
Dataset({
    features: ['id', 'context', 'question', 'answer0', 'answer1', 'answer2', 'answer3', 'label', 'new_column'],
    num_rows: 25262
})