For the bars holding up the hand rail you can use something as simple as a box to or something a little more complex but don't make it to complex because it may then create to many polygons, once you are done attach the hand rail and steps together then mirror it over for the end of the model. (fig.29)
fig.29
Once you've done the side handrails attach them all into one object so it is easier to mirror them over. (fig.30)
fig.30
Well lets start on the Bogies, create an outline of the bogie then extrude it all the way through, as shown in the screenshots, if you want a more detailed bogie don't extrude it all the way through, I do it that way because it isn't as easy seen in the game so it is easier to get away with and saves polygons, for the other parts just use simple shapes to build them up like for the wheels use cylinders...(fig.31, fig.32)
fig.31
fig.32
Don't worry it will look better after you texture it, and of course this is just a start you could add more details to the bogie as you see fit. (fig.33)