Stick around, but remember you're asking other people to put in effort when you ask questions. We don't mind, but want to see you put effort in at your end.
Since you're good at going several directions at once, consider what you can do locally to learn about steam engines in addition to help you get here. The main library in your city may have some good information. Steam engines pre-date the internet. Actually ask a librarian for help - maybe no one has talked to them recently and they may be lonely.
Pre World War II almost any city and town in America of any size would have had a place that built steam engines. They for sure did not ship them places by FEDEX. That's a cool aspect of this project "locost engine building with hand tools". Many steam engines were built before standard threads, nuts or wrenches...
You may have some tourist attractions in your state that have steam engines, hopefully running ones. Go see them. Maybe they have summer jobs.
Google "Kentucky live steam". "Live seam" is the name for the hobby of building model steam engines and is what you have once you get a boiler going. "live steam" - be careful!
There is a website "kentuckysteam.org".
Start with a single expansion motor. Double and triple expansion are like building different engines because all the parts are different. You can always add the extra cylinders later. That's a nice thing about this hobby - you can really hack together engines. They were not built in billion dollar factories.
What kind of tools do you have access to? Without a milling machine, it starts to get a lot more difficult. Paying someone to do the work gets expensive, much more than just building a nice locost with a junkyard engine.