Hi Dave,
I can tell you a few things about it, but first a little adjustment in terminology. Taken alone, this is a locomotive or an engine, and it won't actually become a train until cars are attached to it. I'm not a vintage train expert but here is what I believe I can reliably tell you about it.
This was made as a child's toy engine, highly stylized (ie, cartoonish) rather than an attempt at a scale model.
It was made to run on rails, rather than simply on a bare floor.
It is in typical British style and detail and this tells me it is British made.
It is "meths" or "spirit" fired, meaning methylated spirits or denatured alcohol.
It was probably made between 1910 and 1930 but could have been made as late as 1940.
It's simplicity suggests that it is almost certainly hand-made rather than a manufactured item.
It is what's known as an "oscillator" because as you can see when rotating the wheels the cylinders oscillate and in doing so activate valve port events which admit steam to the pistons.
This may sound simplistic but that's the evidence as I see it.