You can download the building instructions for each loco or carriage model from a link on the information page for each model – if there is no link it means that the instructions are not yet complete. Sometimes it takes a while to write all the words. It is getting quicker as new locos tend to share parts and instructions with older models.
A sample page is shown below (scroll down to see more) – ignore the download link below – that is just WordPress default behaviour (it will only download just this page). If you download the complete pdf from the loco information page it will normally display a 2 page layout (as seen below) as 2 pages side-by-side with the words to the left and the drawings to the right. In practice there will probably be about 30 to 40 pages in a complete pdf. Tenders will usually be a separate pdf as they can be shared between multiple locos.