How much track do you have? Assuming you're using the wall wart and single power feed it is possible you've got a power problem.
Suggestion:
Setup 3 or 4 straight sections, power it up and try adding the engine again.
Have you tried doing a Feature or Factory Reset?
Questions:
Have you run any other engines with DCS Explorer? As I understand it, it is limited to 3 engines.
What is the Part number for the engine?
Have you run it conventional?
More info here from Barry