The big round cylinder at the front is a giant water tank.
Behind that is the coal oven that heats the water to make steam in that tank.
As steam forms, the tank pressurizes. So the engineer uses a serious of valves to regulate how much pressure is held in the tank.
Those valves also let the pressure leave the tank and go through pipes to where it can be used to do mechanical work by pushing a piston.
That piston is connected through a linkage to the drive wheels of the train. When the piston moves, the wheel spins.
The awesome thing about pistons is how efficiently they can multiply pressure making them incredibly powerful.
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