R.Glueck:
It's usually best to start with the mechanism, when putting one of these metal kits together, but if starting with the boiler is easier for you, go ahead and do that.
Fully in agreement with Wolf's advice, with just a little to add. When putting fittings on the boiler, be careful that any that may mount with a single lug are level, straight, and square with the loco's centerline. I would build a cradle to hold the superstructure level with some surface, and use that surface to align to. You don't exactly need a surface plate, just a flat desktop and some care. Also be sure the running boards are level and straight. Take care to remove the flash from the boiler top, but take it slow so you don't cut off too much.
For reaming, I usually use drill bits or the tang of an old file (I hate to admit it). I have also ground bicycle spokes half off into makeshift reamers.
Finally, do a 'dry run' on all assemblies, without glue, to make sure they will fit together properly. Don't force anything; take off material a little bit at a time when reaming holes or cutting away flash. Beware of melting small parts with the soldering iron, or stripping screws and nuts. I think I have made every possible blunder in these areas. About half of them were on that $%^& Arbour kit. May the Arbour tribe find a rattlesnake hole in their teepee.
Keep on pumping the newsgroup for help, too...you may need more when you come around to the valve gear.
Cordially yours, Gerard P.