pixel_player56295252 if the contract is only asking for the saxonia loco then when you select the loco in train manager change the filter near top from set to something else, this will reveal other wagons you have you can attach to it
if the contract is requiring the set you will already have everything as you will have been given the complete set over the previous few contracts, if you can't find the wagons in storage then they are most likely attached to another train somewhere