A TGA has no layers. In the layer window you should see one layer, normally called "Background" that contains the complete image.
Check to see if your TGA is in RGB mode (Image - Mode) if not change it to RGB mode and you should be able to add your own layers on top of the original layer.
Alpha channel is used mostly to tell the game which parts of the file should be transparent. It is not used to display markings which are in the actual paintscheme. Alpha channel is often involved when markings are seperate files which are projected over the paintscheme, like is done in IL-2 for example.