It depends what you wanted to do with that column e.g. here's an example of appending a new column to a recordset which can be updated on the client side:
Sub MSDataShape_AddNewCol()
Dim rs As ADODB.Recordset
Set rs = CreateObject("ADODB.Recordset")
With rs
.ActiveConnection = _
"Provider=MSDataShape;" & _
"Data Provider=Microsoft.Jet.OLEDB.4.0;" & _
"Data Source=C:\Tempo\New_Jet_DB.mdb"
.Source = _
"SHAPE {" & _
" SELECT ExistingField" & _
" FROM ExistingTable" & _
" ORDER BY ExistingField" & _
"} APPEND NEW adNumeric(5, 4) AS NewField"
.LockType = adLockBatchOptimistic
.Open
Dim i As Long
For i = 0 To .RecordCount - 1
.Fields("NewField").Value = Round(.Fields("ExistingField").Value, 4)
.MoveNext
Next
rs.Save "C:\rs.xml", adPersistXML
End With
End Sub