... I don't have the slightest idea how a steampunk loco should look like
I hear what your saying. Apart from keeping the steam loco exactly how it is. I would keep these things in mind.
1. Keep it boxy and not too streamlined. Bigger may be better than smaller.
2. Keep it blackish or a dark colour (red or green).
3. Add extra brass tubing along the outside, to run all the various steam-punk gadgest, dials and gizmos (which are inside the train cabin off course).
4. Put some more "plating" on various areas to show, the train has been "pimped/tweaked" in some way.
5. I would add any visible/exposed gears.
6. I may add a second funnel or more simply more vertical whistles my work.
I hope this helps.