Sure. I am putting it in the dataset directly. So if it's a tabular model on Analysis Services I just include a table that is the SQL query select 1 as 'datasetname'. If I am building the data model in power bi directly, I can add a table using Enter Data to do it manually as well. In that case I could change the Column1 name to the name of the dataset (or what I want to say), then for a value put 1. (you could get fancy and make this a URL too, or last refresh date, whatever you want). Then name the Table to be "Where is this data from?". For multiple sources, I can just add additional columns. The reason I use column names is that I can then see the sources in the fields pane directly.
The goal is just a way to determine where the data is from when looking at the published data set, without having to create any visualization. https://imgur.com/N1lOML1