Build the first engine as normal, then hold Control on your keyboard and click on the button to buy the second engine. You can do this with any train engine, though.
Read the manual: http://www.ttdpatch.net/Manual/Multi-headed-Engines.html#Multi-headed%20Engines
TTDPatch Manual wrote:
A slight complication arises for the engines that normally come with two heads, like the Asiastar for example. In this case, when you buy an engine, you'll only buy a single one and not both. Then, using the Ctrl key, you can buy a second or even a third engine. Note that the maximum speed given in the purchase window is the one for a dual-engine train. This means that if you only buy one engine of the Asiastar, it will actually be slower than what is stated in the window. Only adding a second Asiastar engine will raise the maximum speed to the normal value.