I finally managed to creare a TMX memory from a anothe CAT tool's memory database, but now I would like to add a Client tag. Is it at all possible at this stage?
Yes, it is possible as long as you don't corrupt the TMX structure, e.g. by setting the tag in the external tool/editor.
You can also add the client property in CafeTran via Task > TMX memory > Set property for TMX units.
Just in case, make a back-up of the original TMX file.
Thanks! I used the "Task > TMX memory > Set property for TMX units" method and it worked very fast and just perfectly.