The best way to add some audio track (for example .wav) to Matroska multimedia container (.mkv) is to use one of the multimedia converters with support of this function. What this wav to mkv conversion will achieve is that it will create a "blank" .mkv file that only has audio.
In case you are looking for a way to add new audio track to existing video, you will have to use some of the professional video editing tools as simple converter won't be enough.