Steve,
As long as you have the paperwork supplied with the boiler (material and welder certs) and a copy of the shell test certificate you should have no problems irrespective of its age. As you have provenance confirming it was commercially built before 2002 the CE marking regs do not apply so no issues there either.
I also have a Winson R&P that came to me in a similar way to yours! Mine had been previously built by at least two other previous owners niether of which achieved getting a fire in the boiler and a third owner who didn't do much to it. I knew the reputation of the marque when I took it on and consequently stripped it down completely and started from scratch throwing quite a few original bits in the scrap and making new. Mine goes quite well and I have done quite a few miles with it on the road and at rallies.
I think from memory the number of mine is 38.
As said above if your local club are happy to test steel boilers (and not all are) then you shouldn't have any problem getting it tested. With mine as it was stripped I had a new 2 X WP shell test done by my club as a bare boiler, followed by a 1.5 WP once built up with fittings etc and then the steam test. If I remember the original shell test it came with bore no real relation to 2 X WP (120psi), it was closer to 2.5 so getting a new one at a lower pressure was no issue. The only comment a club (or indeed commercial) inspector may make is the fact Winson decided to weld the tubes rather than roll them but that doesn't contravene any regs so shouldn't be an obstacle.
Somewhere I have a complete set of the Winson documentation including some invoices, a publicity leaflet the various kit contents lists and the build instructions but to be honest it's all to a pretty basic and in some cases lacking any real detail so not having it shouldn't be a real block to building up a decent engine. Couple of tips, they supplied 2 different slide valves (one was the wrong length) so make sure you have the right one! The safety valves are pretty rubbish as supplied and exit horizontally – your boiler inspector probably won't be impressed by those so best to make new ones. The hand pump is better located inside the tender tank rather than on the side as supplied and it's too small to provide anything other than a real last ditch method of putting water in. The kit supplied water gauge frames are useles and the single cock design, make yourself a set of 3 cock gauges. The plumbing for the crank pump is wrong on the Winson Drg and won't work, redesign yourself. The crank pump needs a gland on the ram, it's tight for space but there is room for a screwed castellated ring, you will be disappointed if you don't. Boiler clack valves that came with mine went in the bin and I made some better ones. Saddle radius of the cylinder block as supplied didn't match the boiler, needs addressing. Front steering pivot going into the smokebox sieze up with ash, needs a redesign (a friend also had one and suffered this so I didn't bother fitting mine as supplied but modified it before steaming). Probably a whole host of other small details that need addressing to get a good running engine that I have forgotton! If you search Traction Talk you will find a build thread I posted of most of the issues I came across.
Dont be discouraged! It's a lively little engine when put together right and in high gear you can keep up with bigger engines without thrashing it. Have fun.
Paul.