In each instance you will be informed that has attaching mode on in chat. Holding the stake, right-click on the engine then the middle of the rolling stock. The standard way to connect engines and rolling stock (passenger carriages, goods wagons etc.) is to use a stake.
May vary with some train types but the standard default command to access the train's inventory (PC) is R though this can be reconfigured as necessary (Minecraft Technic sometimes has overlapping commands).
