Well, at last I've got it working. The steam exhaust is a bit heat robinson (its a 4ba oil cup with a length of silicon hose attached). I've obtained some copper pip (3/16") which is a loose fit in the oil cup. I can either use this as an exhaust, or maybe tape-up a bit of 1/8 pipe, and push-fit into the oiler. Or something, but at least I'm running at last! And very pleased with the level of control I can get over its speed, at least when the track is level.
I've found the the oil reservoir referred to in the other posts takes quite a bit more oil than the 1ml that the Brunel instructions suggest, to bring the level up to the steam pipe.