Should I add baking soda if the yeast in bread dough is not working?
Adding baking soda won't help you at this point, for a variety of reasons. 

First, it won't have any acid to react with. Technically, baking powder clears that bar, but since it fails at the next ones, it is not a reasonable alternative. 

Second, you won't be able to mix in the powder properly in already-kneaded dough. If you really attempted to use it, you would have had to mix it in wiht the flour from the beginning, now you will get an irregular sprinkling of crystals (which may not even dissolve, seeing that the water is already bound by the flour). 

Third, you won't be able to create the physical structure for a chemical leavening agent to create its work. Chemical leavening requires a very soft dough (actually it is meant for batters, I don't even know if it can work in doughs), and ideally also some amount of pre-existing bubbles which it can expand (that's why, for optimal chemical leavening, you either use a creaming process, or combine it with a physical leavening such as whipped eggwhites). The action of your baking powder will be minimal in a bread dough meant for yeast leavening. 

Fourth, if you manage to get any chemical leavening going on somehow (which is almost impossible to do ad-hoc, I guess you would get some if you add baking powder instead of yeast in the beginning and overhydrate), it might just be enough for the inside of the rolls to bake through instead of remaining a wet clump, but it will be nowhere near a yeast bread in texture. It won't even be like a properly designed soda bread. 

Fifth, maybe your yeast is not as dead as you think. If you give it time to work more (and this can mean a whole day), you may be able to scavenge the batch and get something edible, even if it's not great - but if you muck with the pH of the recipe by adding chemical leavening, the little action you may otherwise get from your underactive yeast will not happen. 

So, bottom line, either leave the dough alone for a day and see if it does get a bit of rise instead of getting moldy, or throw it out. You can't revive it with baking soda or other chemical leaveners.