I believe they go under the tender. The steam pipe was used to heat the passenger cars and for cooking which connected to the passenger cars similarly to the way the air brake pipe did, from under the tender and coupler. Also, in the fuel oil days there were steam pipes inside the tender to keep the oil warm during cold weather to lower the oil’s viscosity so that it would flow to the fire box burner easily and increase the temperature of the oil so that it was closer to it’s flashpoint temperature…chuck
Cal-Scale (Bowser) sells a set of air and steam pipes for passenger cars. They have a little sketch showing the location here: http://bowser-trains.com/hoother/calscale/275.jpg. I would presume that these locations would be pretty standard from car to car so that things would line up properly when the cars are coupled. I would further presume that any similar connections on a tender would also have to be in a somewhat standard location to be able to connect to the passenger cars.
The PSC catalog very clearly says Vanderbuilt tender. They would be on either side near the rounded bottom of the oil tank. Look at the angle of the mounting brackets.
Below is link from a Google search for vanderbilt tender steam air lines
It is the second result from the search. You can expand the photo, download it to your PC and lighten up the photo. The lines show up quite clearly. Both sides are shown.
My photos came out very well and I can see most of the pipes.
Kemtron is the company who use to sell what is now PSC.