This is the first time I have ever built an engine kit. I have also never worked with a kit that is all metal. The first time I opened the box I noticed that there were a lot of parts to the kit, and I thought "Looks like fun!". When I finally sat down to actually begin to work on the kit, I became overwhelmed. This is not a kit for the beginner or the faint-of-heart.
The instructions that come with the kit provide only high-level guidance as to what you might work on. In two sentences there's enough work for two or three evenings! There is no such thing as a detailed step-by-step guide. You have to kind of figure it out for yourself. I, therefore, highly recommend that you get a copy of Dick Karnes' article in the April/May 1992 issue of "3/16 'S'cale Railroading" magazine (you can obtain a copy of his article from the NASG Library; I received my copy electronically very quickly). His article provides additional notes, but it is still not a step-by-step guide.
I recommend you gather lots of prototype photos of the engine from different angles. The instructions that come with the kit have three black-and-white photos of different U.S. prototype engines from different angles, but I don't think they are of good enough resolution to be able to make out the smaller details. Also, your particular prototype may have added details that this basic kit doesn't provide, so some scratchbuilding may be necessary.
Most parts will have some flash in odd places, so be sure to test-fit each part and verify, by running your fingers over the part, that all the flash is gone. A number of the parts were bent or wrapped. This is due to the material used, but, since the parts are easily bent out of shape, they are also easily bent back into shape, usually just by using finger pressure.
This article is quite large, so I split it up into different pages. You can click on the topic of interest, but near the bottom of each page there is a link to the next step.