Can I add multiple modules?
First lets make some assumptions about your directory structure. Say you have a directory structure like this:
my-project-dir
...my-project.sln
...Module1
......Module1.dnn (etc, rest of files)
You can go into your my-project directory and run yo dnn again. After you answer the questions and it starts to create the module you will be prompted if you want to overwrite your SLN file. Say YES
This will keep everything that existed in the SLN file before and will add the new module project to the file.
What if I want to add a module to my existing csproj?
To add a module to your already scaffolded module you just need to add your files and update the DNN manifest file to include the new module files.