As mentioned before, these are the metal strips in question:
They will become the running boards on the engine. Here is what I have devised; a piece of thin metal (yes, cut from a soda can!) wraps around the boiler and has two styrene running boards on each side. Pins slide through the running board and through the metal strips on the engine. This allows a structure that is thin and can hold its shape, stay in place and be easy to remove for what ever mechanical problems.