It depends on what you mean:
a. if you have performed a merge to a new document (say), then that new
document has no logical connection with the merge data source or mail merge
main document. There's no way to "update" it. To add anything, you need to
add any necessary fields to the data source and/or to the mail merge main
document, then merge again
b. if you have a mail merge main document, you can add any fields in the
data source (I think this is pretty obvious, so assume this isn't what you
meant)
c. if you need to add fields to your data source, that may or may not be
easy depending on what the data source is. If you created it in Word 2002 or
2003, it will be an "Office Address List", and you should be able to modify
fields in that using the Select Recipients box, Edit, Customize

Otherwise, let us know what you meant, which version of Word you are using
and what type of data source you are using.

Peter Jamieson