Wagons can be added to your train, after being bought at the shop.
Wagons can be bought in every station for Bolts. There you are shown three different Wagons, which you choose to buy. The cost depends on the Wagon, but it's always either 1 or 2.
Every wagon can be upgraded two times except for the compass and light wagons, which can only be upgraded once, and the cannon wagon, which is versus mode only. The amount of bolts required to upgrade a wagon are always 1 + the number of times the wagon has already been upgraded.