No problem. More info incoming.
Heads up: As you work and learn more, you’re almost always going to find new problems, and new workarounds. Every step by step process I’ve ever used has failed at one point or another, but they help you figure out new solutions.
As for adding new volume to a single model, here are a few possibilities:
Rule: All new volumes/additions need something of nearly equal volume to press/project against, if you intend to transfer high res details from one model to another. Ex: A hand needs a hand to project against. A rock needs a rock. Objects receiving details from other objects cannot have parts floating in open space, or they’ll explode.
Lets say we want to add an arm. I’m going to go through many of the possible steps, but this will probably seem convoluted to new users. It gets fast and easy with experience.
Method #1: Zspheres
-Make sure your main model is active.
-Append a Zsphere as a subtool.
-Make your Zsphere the active subtool.
-Activate Transparency mode, and Ghost Transparency. (Your mesh goes white transparent, and you can click through it.)
-Build an arm from Zspheres and make it an Adaptive Skin when you are finished. (The adaptive skin will be a separate model / tool.)
-Hide the Zsphere arm.
-Append the new adaptive skin arm as a Subtool. (Adaptive skins always begin with the name “Skin_” so you can tell them apart from your Zspheres or other models.)
-Polygroups > Group Visible for the body. Then Group Visible for the arm. (This step helps us merge and separate both pieces as needed later on. If you want to check that it was done properly, click the PolyFrame button. When active, each subtool will be one solid color with black geometry lines. If you see multiple colors on a single piece, click Group Visible again.)
-Deactivate the Wield button. (Subtool option)
-Lower all visible subtools to subdiv level 1.
-Click Merge Visible. (Subtool option)
-Now bring your subdiv levels all the way back up. (You may also subdivide the arm a few times, if you wish. It may help later.)
-Click Merge Visible
We should now have 2 brand new models in the Tool menu area. One merged low detail model, and one merged high detail model. The merge option helps us export multiple subtools as if they were a single object.
-Select the low poly merged model from your Tool list.
-Deformations > Unify
-Select the high poly merged model from your Tool list.
-Deformations > Unify
Unified models import and export without changing size during the process. This will save us much pain later on.
-Export the merged model, then import it to your favorite modeling program.
-Manually connect the arm geometry to the body, or separate them (different word for every modeling program) and create a low poly cage around your new arm.
The overall goal is simply to have an arm and a body attached as a single mesh. Don’t scale or reposition anything. We want it to closely match the shape we started with.
-After you’ve finished attaching the arm to the body, delete any unused geometry. (If you created a new cage around the imported arm, for example, delete the original arm. We just want one solid mesh.)
-Export as an obj
-In Zbrush select a new zsphere.
-Import your new mesh. (This will replace the zsphere)
-Select the high detail merged model. You’ll know if you have the right one because it should have no subtools in the subtool list.
-Append your freshly imported model as a subtool.
-Select the appended subtool to make it active.
-Subdivide enough times to create enough geometry for your original details to transfer.
-Subtools > Project All
If everything went as intended, you now have a single solid mesh with high details and a new arm.
Broken down concept: (no details)
-Create extra geometry in Zbrush.
-Merge parts so that they can export together.
-Wield geometry outside of Zbrush.
-Bring back to Zbrush for detail projection.
This is not the only way to do things though. Far from it. However, once you understand the whole process, it generates few if any errors at all.
Let’s say you don’t want to mess with Zspheres, though. Maybe you want to create the arm 100% outside of Zbrush. Cool.
Things to remember:
-The rule! See the top rule of the page. 
-Everything has to line up, so you may end up rescaling things in Zbrush, before detail projecting. It’s a pain.
-If you add volumes to a model in Maya, Max, etc, export the full model, but also export separate models of the new volumes themselves. You can append the separate volumes as subtools, so you can project your new solid mesh onto a series of equal sized parts. Again, you may spend a lot of time lining things up so you can project properly.
Zbrush retopology tools are also an option. Add parts, then merge parts, then retopo over it all.
Here’s good link to get you started on that:
http://www.zbrushcentral.com/showthread.php?t=44876