Fastest way:

Blender 4:

• Append collection "Engine52Series" to your scene.

Blender 2.78/2.79:

• Append everything into your scene in a separate layer.
• Select everything in that layer.
• Move it.

Elegant way:

Blender 4:

• Move the "Empty52" to the place you like. (Note that the "52" refers to the index of the engine, not the 52nd empty in the object.)

Blender 2.78/2.79:

• Like above, append everything in a separate layer.
• Shift-S to set the cursor to selected.
• Add an empty for the locomotive.
• Parent all other empties to this new one.
• Move the locomotive by moving the new empty.

I have not created this additonal empty in order not to overstructure the file.

Currently, the steam engine locomotive is a static model without rigging. I could not find out yet, how the bars actually move. 

I have the plan to add a rig but I want to make this dependent on demand and on a video of enough detail to reduce guesswork.