The school you need to attend is the school of experience. No classroom will prepare you for running a locomotive,especially a steam locomotive.
Your first step is getting hired in some capacity that will lead you into engine serive. The next, and longer step, is acquiring the skills necessary to qualify you as a fireman, then engineer. For an operation like the Cumbres, you will need to proceed through their program to obtain your Federal Railroad Administration certificate to operate a locomotive.
Good luck with your pursuit.