In the photo of the heater you are missing the fuel filter that would be attached to the to the fuel line. It looks like the top housing is all that is there. You are missing the canister that the filter goes into. Those caboose heaters do nothing more than drip diesel fuel onto a plate where it is burned. The fuel rod is used to adjust the amount of fuel that is allowed into the heater. I would light it by soaking a small piece of paper with fuel and lighting it on fire and dropping it into the heater. It will keep your caboose nice and toasty on a cold day.

This one?

pic #2 with the orange background is showing the top of a fuel filter missing the filter itself. The filter under the seat is for water separation and the big chunks. Fuel lines appear to be broken to valve. Fuel line from filter should go to the valve. For testing purposes you can bypass the second filter and just run it off of a small can of diesel fuel and a hose to the valve.

As others have pointed out, you are missing the canister and cartridge to the fuel filter in the bottom picture. You are also missing the carburetor which is next in line after the filter. From the carburetor the line runs into the fitting which looks like a cross sticking through the wall. Without the carburetor there is not much of a way to control the amount of fuel going into the pot so I would not take a chance of test firing it without any control. In the top picture it appears there is some kind of plate lying over the pot and burner-that does not belong there. That would kill your draft and probably create allot of smoke inside your caboose not to mention a fire hazard. My pot and burner is open on top and when lit you can look through the observation hole top/front of the stove directly down into the pot. At one time I had an instruction packet on the use and care of the stove but I have been unable to locate it at the house so it must be in my caboose several miles away. I will try to get up there within the next week to retrieve it and make you a copy. I have had my cab since 1987 and the San-O-Cab has never failed me. I usually keep it on the "pilot" setting once it is up and running and it maintains a temperature that will run you out of the cab.
P.S. If you should find anything online please pass it on-I have looked for years and have yet to find anything.

Artwork in PDF format for the instruction sheet is now available. It's not an exact reproduction since I don't have an original to trace but it is scaled as best as possible from the images posted.

The originals were screen printed on an 8-1/2" X 11" [EDIT] aluminum sheet which looks to be anodized. The file can be either screen printed as was the original or printed on clear adhesive vinyl and laminated onto an aluminum sheet (which is a lot less expensive than a one-off screen print).

Link to my web page with the file: https://bigeprod.com/rrPreservation.html

Just found this digging through a trash can in my cab that was full of all sorts of stuff buried under what looks like coal or charcoal dust and crew packs and fusees. Wondering what else has been tucked away in here.