MMario: just to answer your query (overlooked so far!):

Steam Locomotive: "That would be a steam engine, wouldn't it? "

Not quite. In railway (railroad) parlance the two are probably interchangeable. But..
A Steam Engine is a device for converting heat energy into kinetic energy.
A Steam Locomotive is a Steam Engine capable of self propulsion.

In the past there would have been many examples of static 'steam engines' driving mills, or transported on lorries to drive harvesting and threshing machines. To be classified as a locomotive it needs to be self-propelled (and, preferably able to pull a 'train' of carriages or wagons!)

Nigel