I'm not sure where you could get directions, (have you tried emailing walthers?) but its straight forward enough.
Most parts just press-fit into their holes. If they don't, you probably are going to need some useful tools to install them. I have no expierience with the E7, but i have had P2K engines in the past. Any pictures of the parts would be helpful as well.
Anyway,
Step#1: Pick your prototype.
most undecorated locomotives will come semi assembled, because you need to paint them. Now is good time to invest in an airbrush! You'll want to paint most of not all the parts for whatever railroad you are modeling BEFORE you assemble it.
Why?
Paint has a nasty habit of getting in fans and other places and causing trouble. Some parts are just better done with a small paint brush. Others create unusual places that make it hard to paint there.
Another important point is that Proto 200 locomotives often come with a little baggy of assorted detail parts. Not all of them are installed on the finished model! Many of these seperate details are railroad specific.
For example, a CB&Q E7 might have winterization hatches to weather the cold. However, a Southern Railway E7 that spends all it's time in the south, might not have to worry so much about the cold, and so it was never equipped with winterization hatches.
So pick a railroad, get the paints you need, research photos of the specific unit you want to determine what parts it needs, and you're set.
Step #2: Build it!
I'm going to assume painting is simple enough, Unless you have a complicated paint scheme you want. Again, i reccomend airbrushes. They paint smoother with a better finish, and the parts dry faster, so they are ready to go sooner. Use small tipped brushes to do the detail work or paint the detail parts. Some detail parts can be applied to the model before you paint the whole thing, but use descretion.
for most complicated paint jobs, there is a decal for it as well, so don't worry about painting your own pinstripes, lol.
Next, you'll want to install the detail parts (install these before you out the shell on the frame). Parts are all installed differently. Things like fans and grab irons and other more "standard" features usually just press fit into holes already in the shell. for extra security, add a drop of glue on the inside. don't get any glue on the window "glass". If you need to stick something in close to a window, using Micro Krystal Clear should do the job without etching the plastic.
Other detail parts wil require drilling. You'll need a pinvise, and a set of drill bits. It would normally tell you in the instuctions which you need, but we don't have that. If you don't already have a pinvise, buy one. Also make sure you buy a set of drill bits, and make sure it includes a #80. #80s are standard for most grab irons and other detail parts. They are however, to small for most of the parts you are installing, so just get a set and match up the bits as best you can as the size of the part. You'll want to drill the smallest hole possible for your parts so to have the snuggest fit.
Most P2k Engines i'm aware of have little "dimples", or pin-head sized spots on the inside of the shell. These are usually the places where you would drill for a particulare detail part. That way, it takes the guessing out of figuring out where to install a part. Just make sure you drill straight, wich shouldn't be a problem with a pinvise.
once you've made these new holes, put a drop of glue on the part from the inside of the shell.
That should cover the installation of most parts.
Step 3: Finish it
Now all you need to do is finish it. I reccomend holding off on installing any window glass until after you decal it. Usually, its good practice to spray the painted model with a clear gloss coat. This will give the best possible surface for decals to adhere to. Once the decals are installed, seal the decals in place. You should use dull cote, since it takes the unrealistic shine out and dulls it down.
Now that all painting is over, just install the window glass and headlights, and install the shell on the frame. Add the coupler pockets, and you're done.
