Indeed. The project is not simple. But so much to learn could make it well worthwhile.Thinking about it, this is likely best made using a variety of techniques. The figures could be cast, but are likely to be quite heavy in copper alloys; extra credit is available for hollow casting. The boiler, wheels, etc. could readily be fabricated from sheet, rod, etc; initial assemblies would done w/ higher temperature solders; these can be joined w/ lower temp solders w/o the risk of trouble w/ previous joints.
There is enough stuff here to spend years learning....
Tom, maybe belaboring the obvious, but duplicating that by hand from copper sheet, rod and tubing and making it look good is a very ambitious project. There is a whole lot of skill, artistry and craftsmanship in doing that. A laser scanner and 3D printer could probably make something that looks a lot like it, but really duplicating or emulating it in copper is something very few could ever do.
Scan, print in wax and lost wax cast it. most efficient way for sure.
Holy crapsnacks, talk about diving in at the deep end.
.....that will sit atop a roof where nobody will be able notice the detail and effort that went into it. Hope the OP can but it sure is a lot of work.