Inkjet ink is transparent, it's meant to go on white paper, letting the white show through to make the orange bright. Once you slide it off the backing paper, you just have the transparent orange which isn't going to show up on a black engine. This is not a good application for home made decals.
Only possible way out would be to paint the engine white, print the orange lettering with black filled in around it, and apply to the locomotive.
Or do the same printed black background surrounding the orange lettering on white decal paper, which is also available.