You can easily set a pandas.DataFrame column to a constant. This constant can be an int such as in your example. If the column you specify isn't in the df, then pandas will create a new column with the name you specify. So after your dataframe is constructed, (from your question):
df = pd.DataFrame({'a':[np.nan, 2, 3], 'b':[4, 5, 6]}, index=[3, 5, 6])
You can just run:
df['s1'], df['s2'] = 5, 6
You could write a loop or comprehension to make it do this for all the elements in a list of tuples, or keys and values in a dictionary depending on how you have your real data stored.