Finding the suppliers is probably the hardest, as it depends where you are. Fortunately most have catalogues and active mail order systems. More and more have catalogues available on line. This magazine is run by live steamers for live steamers. Find out more at Australian Model Engineering.
Suppliers can offer drawings and construction books on many types of engines.
It is virtually essential to have a lathe. A bench drill and grinder for sharpening tools are also very necessary items. A variety of files, taps and dies, drills and marking out equipment is needed. In many cases these could be collected as you need them. Some heating equipment is needed for soldering and silver soldering.