After reading the posts below on pursuing a job on a steam railroad, I suggest that one of the best ways to test the waters is to join a volunteer organization, a "Friends of the XY&Z Railroad", or similar group. These organizations and the valuable work they accomplish are vital to the very survival of their associated cash-strapped railroads.
This is often the only way to get any hands-on experience before actually becoming an employee. It is a great way to see if getting cinders in your eyes is really for you. Sometimes I will hear people say they would give anything to be a railroader, but don't really know what is involved. Volunteering will let you see if you have what it takes, or at least have the aptitude to learn. Don't forget, your involvement doesn't have to be full-time, you may only have limited availability, or may be retired, but the railroad will appreciate whatever skills you can contribute.
From the Heber Valley RR website:
"Become a Volunteer.
Here is a chance to join the volunteer program of the Heber Valley Railroad.  This is an opportunity to learn the inner workings of a real operating steam railroad.    Help is needed to complete scheduled work.  If you would like to join the volunteer program with an eye on possibly working your way into the Conductor, Fireman or Engineer's seat, call John Rimmasch at (435) 654-5601, ext. 105 and get involved.  Or you can e-mail your questions to The Heber Valley Railroad.  Railroading is an experience you'll long remember.
Become a member of the Support Crew.
If you would like to work in the Operations Department of the railroad and would like to gain valuable experience, a good way to gain that experience is to become a volunteer.    Once  you have  volunteered for a minimum of 40 hours you will be eligible to join a training group when the need for operational personnel is needed.   It is projected that we will need up to five (5) new Firemen, and twenty (20) new conductors and Brakemen.  You do not need to be able to  work at the railroad five days a week to hold one or more of these  jobs.  We are looking for as many days as can be given by any  individual.  For example, if your regular work schedule gives you every Wednesday off, Wednesday could be your day on the  railroad.  We will work with your schedule.  We need operating crews and these new crew members will come from the volunteer program.  This is a great way to start."
Be prepared to work hard, get filthy dirty, and have a great time!

Heber Valley Railroad