so steam engines run on highly compressed steam, this makes the train move. In the engine, there is a compartment called a firebox, which is what it sounds like, a fire in a box. It runs on fuels such as coal and wood and the reason it is there is to heat the water to create steam. Steam is released from the funnel to avoid compression and into the wheels to make it move. So, if the train undergoes too much pressure, and the steam has no where to go? The engine explodes

HOWEVER this is not true to this point in time as we have better advancements in place. But for old locomotives this was possible

also if there is not enough water the small amount of water produces more steam and that overheats the boiler causing it to explode