Budgies, like cockatiels, live in large flocks in the wild. They therefore do well in group living situations and it does not actually matter if their same species friend is same or opposite sex. Do not, however, think you can just put another budgies into the existing budgie's cage right away and think they will get along; especially of they are same sex. The established bird sees the cage as their territory, the food bowls, their food, etc. It will probably resent a new bird taking up space and eating their food. So bring the new bird in with their own cage and cage setup. Let them get to know one another and let them decide when they want to cohabit a cage. Even then, it is best if you buy a larger cage and put both of them into the new cage so there are no territorial issues to fight about.
CStone, I think the above information about territoriality pertains to your situation as well. Separate cages at first. Then the cock will start wanting to spend time in the hen's cage. Once she is fine with him visiting, even with the door closed, then you can get rid of the second cage. With tiels and budgies, it is usually the hen's cage that becomes the cohabitation, not the cock's. Yes, the hens tend to squabble with the cocks, but usually not to the point of physical fighting. Now and then, a cock can get impatient with a hen not allowing mating; but, again, the cock usually does not get physical about it. Tiel cocks can and sometimes do physically punish an uncooperative hen, but it does not usually go far.