It's not a train but locomotive. Train requires s composition (at least one wagon attached to locomotive).
Steam machine isn't huge and heavy - steam generator on fossil fuel with coal or wood storage and water tank is huge and heavy. F1 engine with exhaust manifold inside of boilers gives you steam for free as product of heat generated during combustion so when you look the pic below, everything above and behind the driven wheels is just for steam generator while steam machine is just a two cylinder device with on each side of the locomotive.
In those days they didn't use aluminum, carbon fibers, kevlar, titanium. A steam machine (not steam generator) built using modern materials could weight less than 4 stroke engine.
Although original drawing of 2011 V12 might suggest 3 means of driving the engine - V12, electric motor driven by electricity generated by rotation of exhaust gases turbine (or by steam or both - several generators) and by steam machine (directly or using steam machine for driving the generator).
Another thing, compare the size of steam engine of locomotive relative to weight it moved over 100 kph (hundreds of tons). A secondary steam engine for f1 could easily fit anywhere near the gearbox (even several of them).
As for being big and heavy check these links:
http://www.fantasyarts.net/worlds-small ... engine.htm
http://www.fantasyarts.net/nanotechnolo ... engine.avi