there is enough pressure (see page about how steam is created
the steam passes from the Main steam pipe to the cylinders. Picture
right is of the cylinder unit, on the lower cylinder where the
piston is housed you can see where the steam enters at the top.
The steam forces the piston to move which in turn moves the wheel,
at the end of the stroke steam enters the opposite end and the
piston moves the other way, expelling the exhaust.
This reciprocating movement is what makes the well known steam
train sound of "chuff" "chuff".
the steam locomotive has enough pressure the driver can start
to move off. If the locomotive has been standing for some time
water will have condensed in the cylinders. The driver opens the
"cocks" and dispels the water. This makes for much noise
and steam, you can see in this short video clip here...
If the driver failed to clear the cylinders then the piston and
cylinder would be severely damaged.
Once underway the driver closes off the "cocks" and
can safely increase speed. If you want to know what its like inside
the cab, you can take a 360 degree tour on the footplate of locomotive