Welcome to the forum!

Generally, Lionel pickup rollers snap in place. A thin brass strip holds them in place

Here is a short video showing how to replace the rollers. It is on a diesel locomotive, but the procedure is the same on a steam engine.



A written tutorial is here.
https://ctt.trains.com/~/media/files/pdf/operating/repair-pickup-rollers-and-shoes.pdf


Larry

Here is a schematic of an 'E' unit and motor installation.
http://pictures.olsenstoy.com/cd/locoinfo/locp1.pdf

Make sure the wiring on your locomotive is correct. If it is, and the locomotive does not run, does the 'E' unit cycle with interruptions of power? If the 'E' unit cycles properly, then the 'E' unit probably needs servicing. Possibly the drum may be dirty or oxidized, and/or the contact fingers may not be contacting the drum properly or be bent or burned through. Parts are available to repair the 'E' units.


Larry