These are cool! I've owned them, and still have a couple boxed up somewhere. I Love this kind of stuff!!
I'll look at your pics closer and post back. There is stuff that you put in them and light. You have to make sure everything is clean. There is a safety blow off usually. You have to clean and oil that to make sure it works.
There is usually a little tray or some kind of compartment below the tank. You put water in the tank and light this stuff(can't remember the name) ...It burns , heats up the water, and runs! You can still buy it. We made a mess out of my living room one night fling hot water all over, burning ourselves, but it's a blast!!!
They were kids toys. They had belts that ran other things, like little people working saws, or what ever. I have a few if I could get to them easily I'd post some pics. They had spring type belts and you could build a whole lay out. Something similar to how you build a train set. I've seen one complete layout ever...But you do see the engines. That engine would run accessories or could be played with by it's self. The spring belt went on the small grooved pulley off of the flywheel(big round smooth thing that spins). Some of the accessories are harder to find than the engines. Like I mentioned I've only ever seen one basement layout in a private collection and there is hardly anything online showing them.
Added, After looking at your pics that may need a little work before trying it. The label was below the tank, you can see where it's missing. I'm not sure where the burner is. It may have set over an electric coil even.
If you look around online You will probably find the exact one and who made it. Some of them were made in Germany. Again I don't remember the name....As soon as I get back home I'll try to look a little deeper.
Very cool find!!! I'd love to own that!! It looks like a better made piece.
added....Back home and didn't want to post again I just added it here.
This is the brand I believe yours is.
http://www.thecobbs.com/auction-2011-10-15-lot-89.html
No doubt that it's a Weeden
http://www.antiquetoys.com/product/weeden-steam-engine-for-sale-1920s/
Pics from the same company...It was a U.S company competing with Germany on this type of toy.
http://www.weedensteam.com/
Yours is a little different, it has the governor on it . (The spiny thing with the balls). But same idea I believe yours is #14, but not positive. Looks like your missing the tray to light the stuff(still can't remember the name, Esbit?). Easy enough to make. You can probably find one on Ebay. I also see there are still some parts available. Your also missing the sight glass that goes on the front of the tank. I believe you can still get those too. So, it needs a little work.
Sorry if half of that post makes no sense, I kept adding to it as I found info...

I searched for one of these type of engines for years, before Ebay, Now that we have Ebay stuff comes up all the time and isn't as priced as high as it was years ago.