Do these locos come fully assembled?  Also, what kind of curve do they have to have?

I am new to model railroading and just purchased the engine above.  I am having problems with the assembly.  It came with two boiler caps, several headlights and two bells.  One boiler cap will accept a headlight but not a bell. The other boiler cap will accept a bell but it doesn't fit tight and this boiler cap has no hole in the center for headlight.  I don't know how to get both the bell and the headlight assembled. Also the coalcar has a light on top but I have to get inside to place a part for the light to fit  in.  How do I get the body apart from the frame?  Any help in getting this engine together would be great.  Thanks Larry