The Doors:
When working on this type of piece, I tried to use textured plasticard for all of the more complex shapes (such as the hinges).
The Windows
Again, they were made with the textured card. I cut thin strips of plastic that I glued on the sides.
The Radiator
The radiator vent was simply built with parallel strips of plastic.
The Cowcatcher
The cowcatcher was a bit more difficult: The blades are made of two identical triangles of plasticard, glued together, and strengthened by a small strip of plastic. I then glued the whole lot onto a larger strip.
Don't ask why such a high-tech engine as the Express has been built with an old-fashioned cowcatcher. I suppose it is a "high-tech: old-fashioned cowcatcher. Plus, it looks cool. Voilà!
I added many other small details - such as rivets or decorative/strengthening plates (all made with textured card) - on the top of the wagons and the locomotive.
An important detail is still missing, but I'll get back to the train once I've made...