Sound Forge is a multi-channel editing application and is not designed for overdubbing and/or mixing.. A multi-track DAW application is designed for that task.To name a few: Acid, Audition, ProTools, Reaper, Samplitude and the free Audacty are multi-track software options. Vegas Pro video also has a substantial multi-track DAW built in, which Sound Forge can be integrated into.

That said, it is possible to rudimentary mix sound data together and 'mix' the sound on top of an existing file, but it is very rudimentary process..
Select and copy the waveform data on the timeline you wish to add, then open the exiting file you wish to mix it to, Place the cursor at the point where you want the added sound to start and select: "Edit> Paste Special> Mix." The relative balance of the two sources can be adjusted with the "Source: Clipboard" and "Destination: ____'" faders.

btw, welcome to the Magix Sound Forge users community @Dino-Pompa.