How to write a sketch when adding more devices to an I2C data line?
Yes you can connect multiple devices on one I2C bus. Every device on the bus needs to have its own address. Some libraries have the default address included. Some do allow to change it. Others don't. For example the SE95 temperature sensor (page 10) does allow for setting a few bits of the address allowing more than one sensor on a bus.

You can use the Wire library from Arduino to request data from I2C. When you want to pull data from a sensor, you have to send a command depending on the specs than request data from the address.

Example: for the SE95 address 0x4F (you can repeat this for any address you have a sensor on your bus) the SE95 ranges from 0x49 to 0x4F depending on the pin settings:

//Please note that the example is not complete because Wire has to be loaded and initialized
byte address = 0x4F;
byte read1;
byte read2;
Wire.beginTransmission(address);
Wire.write(0x00);
Wire.requestFrom(int(address), 2);
if(Wire.available()) {
  read1 = Wire.read();
  read2 = Wire.read();
}


So depending on the libraries, this would be quite easy.