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In a session, In which way can I add a machine without however the other trains do lose their place?

If you are asking if you can add another consist then Yes. If you want to change an engine to a different one then Yes, but you will also have to go into edit session and change the loco shown next to the driver or else he wont find it.
Thanks for your answer.
In which way can I add a new track on the saved session? Could you tell me the technique If you Know?

All you need do is open the session in surveyor rather than the map and it is the same as any other route that you build, add delete move etc then when you exit you just save it. yes yes yes will overwrite the existing session or you can give the session a new name and save it as that.
Give the session a name and it should reappear.

You won't be able to change track beneath or near any consists that you have already placed on the track. (You can move signals). Save the consists then delete them.
Any saved session will appear on the right side of the surveyor screen. Even if you did not name it, it will appear with the same name as the map. Does the map show in the surveyor selection? Does it have a small c next to it? Is there anything on the right side with a c next to the map you are using?
If it is a saved session as in 'saved-in-driver' session, then you can't change it. I suspect that this is what you might mean.

If it is a session in surveyor, then changing the route should be easy. if you click on the route ONCE. it should open a list of sessions under that route. click on the session you want to load and it should open.