It’s a challenge to build a well-running steam loco in any scale, let alone N. How do you get the mechanism? You build it.Then you tune it so it runs well, then you build the “shell” – the boiler and cab – to fit
Have you looked over a typical brass steamer and how it’s made? There’s a lot to learn. People do buy casting for things like stacks, domes, cylinders, air pumps, etc. The rest is usually built up of mostly brass, with a few components of other materials (steel axles, rods, etc).
I built a diesel from a PSC kit. It was a lot of fun, but I’m really glad it was a diesel instead of steam for my first brass kit build. Info here: