There are several alternatives when considering what to build and how to start building either a railway locomotive, traction engine or stationary engine:-
The approach requiring minimum skill and equipment is to purchase a kit. This is also probably the quickest option in terms of build time but is not likely to be the cheapest option. If you pick the right model and supplier and follow the instructions you will end up with a reliable working model. Most suppliers will give advice and assistance if any problems arise.