Grounded Power Cord
Most electrically heated toy steam engines have a two conductor power cord that is not grounded so offers no protection from an electrical shock,
There are two methods that I have used to supply a ground to the engine.
Use a 3 conductor 16 gauge cord, you can make one up with components available from a hardware store or use an existing cord from a dead tool or appliance.
Strip covering of cord back about 12", cut white and black wires short and attach them to the connector with the green ground wire folded back and exiting out through spring.
Attach an "alligator clip" or wire connector on end of green wire, many engines will have mounting screws for other components that the wire can be attached to, otherwise use the alligator clip on a bare metal part of the engine.
Remove the two prong plug from original cord and add a three prong grounded plug, connect a second single wire to grounding prong on the plug and run this wire along the original cord attaching it with shrink wrap bands, electrical tape or small wire ties.