The following diagram shows the major components of a piston steam engine. This sort of engine would be typical in a steam locomotive.
The engine shown is a double-acting steam engine because the valve allows high-pressure steam to act alternately on both faces of the piston. The following animation shows the engine in action.
¬You can see that the slide valve is in charge of letting the high-pressure steam into either side of the cylinder. The control rod for the valve is usually hooked into a linkage attached to the cross-head, so that the motion of the cross-head slides the valve as well. (On a steam locomotive, this linkage also allows the engineer to put the train into reverse.)\
You can see in this diagram that the exhaust steam simply vents out into the air. This fact explains two things about steam locomotives: It explains why they have to take on water at the station -- the water is constantly being lost through the steam exhaust. It explains where the "chow-chow" sound comes from. When the valve opens the cylinder to release its steam exhaust, the steam escapes under a great deal of pressure and makes a "chow!" sound as it exits. When the train is first starting, the piston is moving very slowly, but then as the train starts rolling the piston gains speed. The effect of this is the "Chow..... chow.... chow... chow chow-chow-chow" that we hear when it starts moving.
On a steam locomotive, the cross-head normally links to a drive rod,