Which territory was added to the Roman Empire under Caesar's government

Numidia (i. e. western North Africa)

J. Caesar also conquered Gaul (i. e. France/Belgium) but it wasn't added as a province of the Empire at the time.

Julius Caesar conquered the rest of Gaul (France, Belgium, Luxembourg, Holland south of the River Rhine and Germany west of the Rhine) when he was the governor of the Roman province of Gallia Narbonensis (in southern France).