Hi Jul92,
As Jack said, you are limited to the one vessel in free-roam. One exception is Hercules Ajax, which comes with a barge attached—which makes sense. If you don’t want the barge, you can simply disconnect it.
Jack is also correct about using the Mission editor to create your own free-roam environment with whatever you want in it. Alternatively, if you don’t want to create your own, you can select a mission that has the environment and ship that you want, and then ignore the waypoints and do your own thing.
Mission creation is not difficult, and a free-roam can be created in just a few minutes. There is a tutorial in PDF form that you can download.
One thing I should caution you on: When you save the free-roam, be careful that you do not hit the Upload button. Non-missions are never accepted by the CMMs, and in fact waste their time and irritate them.
Have fun,
Marty
Here is a link to the ME Tutorial, as well as some other useful information:
http://www.shipsim.com/ShipSimForum/index.php/topic,2886.0.html (http://www.shipsim.com/ShipSimForum/index.php/topic,2886.0.html)