With great respect to Jason and Pgk Pgk, I will amplify and clarify…
It is normal practice to pressure-test any pressure-vessel first with water only, not water and air as Pgk's advice might be read.
This is because if it does fail, it won't rupture explosively as it could with air (or worse, hot water and steam under pressure, because that hold even more energy.
Once you are satisfied it is safe under the test over-pressure as Jason says, you steam-test it to working pressure only, no higher,. for two reasons.
– To verify the safety-valves work correctly and discharge all the surplus steam the boiler can generate, at the design pressure. (It is common to have to adjust them in that initial test to the design pressure.).
– To verify the boiler feed arrangements work as they should.
Now, you don't tell us what boiler feeds your engine has, and I don't know the PYRTE design beyond some sample photos on-line, but a traction-engine normally has a feed-pump driven from the crankshaft, and an injector; and a miniature might have a hand-pump as well as or instead of the injector.
Either pump can be used for the hydraulic test – if it's the engine-driven one just put the drive out of gear and turn the flywheel by hand. Note that any leak past the regulator will fill the valve-chest and cylinder with water, to their dismay, so keep the cylinder drain-cocks open.
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NB: I say "you steam-test it…" For your initial test, and all at own risk if you are only driving it around your own garden, but for insured public running you don't, not as the engine's owner, though I don't know which country you are in so can only speak for UK practice.
It would need a formal test for such running…
Probably most of us here on this site belong to model-engineering societies linked to several federations operating a single UK-wide boiler-test regime for miniature engines. The boiler-testers are club-members working to instructions agreed with the insurers and HSE… and they can't test their own engines either! Nor are they, or the clubs, allowed to charge for it but you are usually expected to be a full member.
If you have it tested professionally you pay commercial rates, of course, and things can be tricky if you try to mix and match commercial and society-federation test regimes.
Anyway, Good Luck with this engine, and might we see pictures of you driving it in due course?