I know of several websites and books that might help with creating high-quality steam locomotives:
1. steamlocomotive.com This website provides specifications of numerous steam locomotives, from boiler pressure to how much water the tender holds.
2. railpictures.net A website that has pictures of everything from steam locomotives to electric locomotives around the country and some pictures from around the world
3. railserve.com This website is similar to the classifieds in your local newspaper. It has listings of websites from webcams around the world, to brokerages offering actual railway equipment for sale. The best category for making steam locomotives would be 'Historical Societies & Preservation.' The websites are categorized into 'regions' of the country (i.e. 'Northeast Region.'). It's also a good idea to look at the other categories listed on railserve's main menu.
As for books:
1. Kalmbach Publishing Co.'s Model Railroader Cyclopedia Vol. 1: Steam Locomotives. It explains all the various pieces on a steam locomotives are and their purpose. Though the drawings of the steam locomotives are in HO scale, the drawings can be blown up to provide measurements of the various parts of a locomotive.
Places:
1. A tourist railway that has an opertaing steam locomotive. This would be the best place to get recordings of the whistle, bell, etc, along with pictures of the locomotive. The tourist railway might also has an archive of various books that provide measurements of railway equipment.
2. National Model Railroad Association's library. This would provide a large amount resource of prototype drawings for designing a model steam locomotive, though it can be used to make models for Trainz. It is located in Chattanooga, Tennessee located beside (my favorite part about where it's located) the entrance to the Tennessee Valley Railroad Museum, home of Southern 2-8-2 #4501, Southern 2-8-0 #630 and Tennessee Valley 2-8-0 #610.
These are just examples of places you can find what you're looking for; I'm pretty sure that you can find other places you can find the necessary information to create a steam locomotive for Trainz.