chore: update changelog for 0.37.0 (#2311)

Update the changelog for 0.37.0

---------

Co-authored-by: Ignas Anikevicius <240938+aignas@users.noreply.github.com>

CHANGELOG.md

diff --git a/CHANGELOG.md b/CHANGELOG.md
index 867ce12..e428fa3 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -22,7 +22,21 @@
 
 ## Unreleased
 
-[x.x.x]: https://github.com/bazelbuild/rules_python/releases/tag/x.x.x
+### Changed
+- Nothing yet
+
+### Fixed
+- Nothing yet
+
+### Added
+- Nothing yet
+
+### Removed
+- Nothing yet
+
+## [0.37.0] - 2024-10-18
+
+[x.x.x]: https://github.com/bazelbuild/rules_python/releases/tag/0.37.0
 
 ### Changed
 * **BREAKING** `py_library` no longer puts its source files or generated pyc