Oh no there is no need to sell your whole train to add more wagons
To add more wagons what you have to do is click on the set train then click line and then click go to depot, just make sure there is a depot very close to it.
THen click buy trains and the wagons you buy should end up on the back of your train. But if the wagon ends up under or over the train (in the interface) all you have to do is click the arrow buttons to move it up or down.