Welcome to the forum!

The switch on the locomotive is for the electronic reverse unit board only. By moving the switch, you locked the engine in neutral. Slide the switch to the original position to get the locomotive to run and sequence again.

To lock the engine in forward, sequence the engine with the transformer to go in reverse, then into neutral. Shut off power, slide the switch over, and now the loco will be locked in the following mode, which is forward.

Most steam locomotives do not have any on-off switch for the smoke unit. Only some newer locomotives with fan driven smoke units have a separate switch for the smoke unit.

Larry