I agree with Michael. Your engine seems pretty good for your very first steamer (I've seen much worse!

). And the domes and chimney look correct, they don't have to stick out too high from the boiler.
Just be careful about the overall length, sometimes steamers appear slightly longer than they are and you don't want to draw a too long sprite (otherwise it will be hard to differentiate it if you decide to draw a really big steamer).
Later, you might try some more differentiating in the shading (right now the boiler is drawn in "stripes", which is a good start already, but could still be improved) and you can have fun adding some details, such as the piston, some of the pipes on the boiler, etc. ...
Now go for the diagonal views. They're the most fun to do when drawing such an engine. Keep in mind the cab shouldn't be much taller than the boiler *especially* in those views.
