Yes you can add a memory shield, extra eproms and use SD cards to increase the data space available.
No you can't.
Any extra memory you add is not part of the system memory and has to be accessed specifically through code in your sketch. It does not allow you to use more code space.
What should i do if the program size exceeds more than 32KB.
Reduce the size of the code or get a Mega.
can i interface SD card
Yes
to store the Program.
No