If you wanted to make a 3 or 5 car set where those cars cannot be detached then make 3 different graphics. One for the front car which would have a coupler and a place for wheels to go from the car behind it (two cars share one set of wheels) then do the centre car or cars, which would have shared wheelsets on both ends. Then the back car which would have a coupler at the back and a shared wheelset (this could be the same graphic as the front car but reversed). Then set the DAT files so it makes a constraint where if you add one car it adds all of the others automatically. But deleting one would remove all of them.
Example:
Car_1
Constraint[Prev][0]=none
Constraint[Next][0]=Car_2
Car_2
Constraint[Prev][0]=Car_1
Constraint[Next][0]=Car_3
Car_3
Constraint[Prev][0]=Car_2
Constraint[Next][0]=none