While I don't know why you would want to replace the wheels of the Athearn locos, the NWSL sets will work fine. As another poster stated, the package will replace the wheels on one and a half of your locos. For what it is worth, I find that the Athearn wheelsets to be very good and sometimes have replaced the wheels of other locos with Athearn wheelsets for their added traction and ability to break through dirt to make contact with the rail. If you wish to closer couple the locos, you first have to take into consideration the curves on your layout Short radius curves need to have the locos coupled together with more clearance than with larger radii. If your locos aren't close to touching, you can measur ethe space left over and you can mount the couplers a little bit less than 1/2 of that measurement. My common technique is to file off the coupler pocket stuff from the frame and drill a new hole for the mounting screw further back in the mounting pad. The #5 coupler can then be put into the plastic pocket (also a good idea!) and screwed down. If you can't drill one central hole then you can also use the two side holes for the pocket or fill the old hole with a screw which you glue in place and then drill the new hole. Another choice is to remove the pocket and frame support completely and mount the coupler to the body by building a mounting pad with styrene plastic sheet. This will aslo require you to put some piece of plastic on the sides of the body shell near the ends so that the body doesn't rock on the frame.
-- Why do penguins walk so far to get to their nesting grounds?