Add field to DFP module
If you look in the source code of the module you find that tag is a configuration entity (http://cgit.drupalcode.org/dfp/tree/src/Entity/Tag.php). This type of entities are not fieldable like content entities. But you can add custom fields by altering the config form and store the added fields in your module configuration.

Here is a how-to for this:

https://www.webomelette.com/drupal-8-custom-data-configuration-entities-using-thirdpartysettingsinterface