Creating a steam enginesound?

Hello. I've been wanting to make a trainz engine sound for steam locomotives. I've looked at all of the wiki pages but I still don't get how to do the loop files? Everything else seems doable but how do I make the loops without knowing how it will translate to trainz. I might be overthinking this and the answer is easy but I just don't get it.
Thank you for your help if you know anything.
-TheBroughamGamer