How can one connect a train with an existing train?

You can let the newly build train go to the depot, and then drive one train to the other and connect them together manualy. As of now, the only other way is to pick up the old one and let the construction site build a whole new train. We are looking for the future to make a deconstruction site, that can remove trains for you in an automated way, similar to how it is currently placing trains.