For the SD40-2 there isn't really a great sound file available at this point. The current 645 Turbo file is mostly useless and sounds nothing like the 645E3 found in an SD40-2. For those I use the 645-20 file, which is closer but not exact. It'll work until updated files are made with better recordings. I'm not sure what horn you'd find on that locomotive, but most of the horn sounds are good. Those are somewhat easy to make on your own aso. If you can record one, then you can make a sound file for it. Use the generic Diesel Bell file for the bell sound....it's a typical EMD pneumatic bell recorded from a UP GP15 (if I recall correctly) and is correct for what you need. Use Bill's coupler sounds, and either Bill's or RE's handbrake set/release sounds. Electronic locomotive brake sounds from RE are great if your locomotive has the push-button type handbrakes. The dynamic brake file is good enough, but there is room for improvement.
For the 2-6-2 you would probaby want the light steam file. It's good, just released not that long ago. The heavy steam file is great as well, but probably not appropriate for this locomotive. Lots of associated steam sounds that are good: shoveling, water, boiler blow-down, etc. Steam bells and whistles are mostly new and all are good.
Other files that are good I mentioned in the other thread: EMD 567, Alco 539T, and the unreleased GEVO.
-Kevin
