Просто продолжайте свой код - вы на правильном пути:
//call SQL helper class to get initial data
DataTable dt = sql.ExecuteDataTable("sp_MyProc");
dt.Columns.Add("NewColumn", typeof(System.Int32));
foreach(DataRow row in dt.Rows)
{
//need to set value to NewColumn column
row["NewColumn"] = 0; // or set it to some other value
}
// possibly save your Dataset here, after setting all the new values