One approach is to add it before you get to the dimension. So, in the Data Source View, right click the table name and select the option to add a new Named Calculation. Assuming a SQL data source, the calc text will be valid TSQL (so, in this case likely the use of Datepart and a case statement - ie use the TSQL you'd use to create a true/false value in a column in a sql query).

Once you have your new named calc, go to edit the dimension, and add this field as a new Attribute Dimension within the dim - the name could be something like 'Is Weekend' and the values would be 'Yes' and 'No'.

HTH,