If it were a completely new row that you wanted to only set one value, you would need to add the whole row and then set the individual value:
DataRow dr = dt.NewRow();
dr[3].Value = "Some Value";
dt.Rows.Add(dr);
Otherwise, you can find the existing row and set the cell value
DataRow dr = dt.Rows[theRowNumber];
dr[3] = "New Value";