If you want to hitch your steam train to the back of an Amtrak train and have it towed then you can follow the same rules as a private car.

If you want to actually drive your steam train then you'd need to negotiate with the track owner, which may be hard, particularly if they run on PTC (there's literally one ERTMS-compliant steam train in the world, for example). There's no public right of way on railway tracks for randoms, only for Amtrak (and even they have limits).

ask UP - I'm sure they will agree to run big boy for you for a price. I'd guess $100k/day but I'm not going to ask. Of course if you have something historic and are going where they want to show off big boy anyway it could be much less.

Well, the fuel - typically coal - heats a big container of water to the boiling point. The vapor is collected, and used as a force (because steam expands) to move the pistons, just like the ones moved by gas explosions in your car.

Then the conductor pulls the chain, and the train makes that whistle sound and spouts a lot of white smoke, which means you are nearing an old-timey town.