When you use more than one locomotive at a time on a train, you will probably want to have them all respond to a single throttle. You do this under DCC by creating a consist.
Before you can consist ANY locomotives, they locomotives need to be 'Speed Matched' so that all of the locomotives will be running at the same speeds. If locomotives are not speed matched before being hooked into a consist, the faster locomotive(s) will attempt to pull the slower locomotive(s) causing wheel slip, decreased pulling effort, overheated motors, and possible decoder failure. Before continuing with consisting, be sure all of the locomotive to be connected into the consist have been speed matched. More information about Speed Matching locomotives can be found here.
There are three ways of creating a consist with DCC. Each method has its advantages and disadvantages. Not all methods are supported by all systems - check your documentation if you aren't sure what you can do with your equipment!
Basic Consisting - This is the simplest way of creating a consist. You simply program all the locomotives you want to run together with the same address. This can be done with a two or four digit address. It has the advantage of only using one slot in the command station. The command station will see all the locomotives with the same address as a single locomotive, and they will all respond to all commands in unison. This requires reprogramming the decoder to change consists. All locomotives in a basic consist will respond to function commands at the consist address. The command station sees the basic consist as a single locomotive. An analog locomotive cannot be part of a basic consist.
Advanced Consisting - Also known as Decoder Assisted Consisting, this uses a temporary secondary address in the locomotive to group locomotives together without changing the primary address. The consist will use a single slot in the command station. It is limited to a two digit address. Advanced Consisting is done by using ops mode programming to change configuration variable 19 to set the address and normal direction of movement. This also requires reprogramming the decoder to change the consist, but some systems do this transparently to the user. Some decoders will allow you to specify what functions will respond to commands addressed at the consist address. The command station sees the consist as a single locomotive. An analog locomotive cannot be part of an advanced consist.
Command Station Consisting - Digitrax calls this UniVersal Consisting (Yes, with a capital "V" in the middle). With this method of consisting, you make no changes to the programming of the decoder. All the bookkeeping chores for the consist are performed by the command station. Each locomotive in the consist uses a separate slot in the command station, so the size of the consist is limited to the capacity of the command station. Analog locomotives may be a part of one consist - all analog locomotives on the track will respond to the same commands, so you can't run them in different consists. Consists may be stacked, making up consists of consists. Locomotive functions can still be individually controlled without affecting other locomotives in the consist. The command station sees the consist as individual locomotives. An analog locomotive can be part of a command station consist.
Basic Consisting is best used when command station slots are at a premium (because of either command station limitations or large numbers of trains to be run) or locomotives are always run together (such as A-B-B-A sets for long passenger trains). Since you are programming the primary address for these locomotives, it is best done on a separate programming track rather than on the layout where you might accidentally reprogram ALL the locomotives on the layout.
Advanced Consisting can be used in the same circumstances as Basic Consisting, but can be done on the main layout using operations mode programming since you can select the individual locomotive you want to affect before programming it. Because of this multi-step procedure, it is slightly more complicated to use this method than the others. It is limited to two digit addresses, so this might be an undesirable restriction if you are wanting to use the train number as the address, for example.
Command Station Consisting is the most convenient method to use, but also uses the most system resources. If you have a command station that has only 10 slots available, and are wanting to run 4 trains with 3 locomotives each, that's a total of 12 slots using this method - it's not going to work. You'll have to use one of the other consisting methods for at least one of the trains.
You can mix and match consisting methods. For example, if you have 3 locomotives running together as a basic consist (1 slot), 3 running together as an advanced consist (1 slot), and four running together in a command station consist (4 slots), you can create another advanced consist bringing all 10 locomotives together, and it will use no more than 6 slots.
An analog locomotive can be part of command station consist, but it cannot be part of a basic or advanced consist which rely on the installed decoder to determine the consist.
The greatest advantage of the command station consist as implemented by Digitrax is its flexibility. it is very simple to add and delete locomotives or groups of locomotives to a consist, making it easy to assemble long trains with multiple mid-train helpers (common on N-Trak layouts) or add a helper to get a long train up a steep grade. It's important to remember though that you're still using one slot per locomotive with this method - and the most capable system from Digitrax only has 120 slots available at the most, so it's not really suitable to use command station consisting on large layouts where you are expecting more than 20 or so people to be running at a time.