This worked well, the PBR G42 is one of my Garratts and my favourite.
The loco comes in three parts, front tank, boiler, and rear tender.
I assume that you have installed them from the CDP file. They will show up in the menu with a name starting with '30'. You can't assemble them in Railyard, only in Surveyor
Select the front tank and place it on the track. Select the boiler unit and left click on the track behind the front tank, if the smoke stack is the wrong end rotate it, and finally place the rear tender behind it. The tender may be reversed so you may have to rotate it. You should now have a working locomotive.
If I have made some assumptions here that you don't understand please tell me.
Cheers
Narrowgauge