When I first played TTD years ago (can't remember if it was the original TTD or OpenTTD) I Googled a simple way to change locomotive specifications such as max speed, horsepower, weight, cost etc. As I recall it was made in Notepad in some sort of configuration file, altough I now play OpenTTD, and I searched Googled to the end, and I simply can't find a way to change this again. I can't find the files anywhere?
Back then you didn't play TTD nor OpenTTD but TTDPatch and used TTDAlter. In OpenTTD the proper way is to write a NewGRF and use that.