Some dust can be removed using a soft 1" paint brush, but you’d do best to do it outdoors. I know a few modellers who do the cleaning in their layout room, which means that much of it eventually finds it’s way back onto the same items.
If the brush does not thoroughly clean the item, my choice would be to remove the trucks and couplers, and maybe the underbody, then place the carbody/bodies in a sink of fairly warm water and dish detergent.
The procedure is the same for powered locomotives, as obviously the chassis and motor shouldn’t be immersed in water.
You can let them sit for a while, but it the dust/dirt is fairly heavy, a toothbrush might help clean it up faster.
Once everything is clean, rinse each item thoroughly with warm water, then set them aside to air-dry. I usually use a clipboard, to stack them upright, with every other level at 90º to the level below.
(I should clarify that I’m usually washing rolling stock that’s been stripped of its paint, with plans to detail and repaint these items.)
Here’s some stuff cleaned and ready to be painted…(click on the photos for a larger view)…

…and much of it was unpainted when I bought it. The rest was either my own old stock, stripped of its paint, or other older stuff bought “used”, also stripped of its original paint.
Most of what’s shown had to be painted and lettered, too, but for cars that have been cleaned and are already lettered, you can begin to weather them once they’re dry.
There are several ways to add weathering, and I’ve used washes of thinned water-based paints, dry brushing, and airbrushing using masks, like these…