You don't want them "cool" at all. You want them HOT so that the steam does not condense. For two reasons.
One is that water cannot be compressed and if you have water in the cylinder then when the piston reaches near the end of the stroke, the water could consume all the available space and that will either cause the piston to stop abruptly, or blow the end of the cylinder off, or bend or break the piston rod or the main rod. None of those situations pleases management or the stockholder, not to mention what it does to the crew's day or the lobster dinner on the passenger's lap.
The other reason is that if the steam condenses, that would reduce the volume of the steam and thus reduce the pressure and that pressure is what is moving the piston, so you would lose power and the locomotive could not move as much tonnage as fast without burning more fuel. Again, this displeases management and stockholders, alike, and gives the crew a lot of frustration trying to keep schedule... but it does make for a more leisurely lobster dinner for the passenger in the dinning car.
When a steam engine has sat for a while, say at a station, the Engineer will open the cylinder cocks and then open the throttle just a small amount to introduce enough steam to the cylinders to heat them (and blow out the condensed water that may have accumulated), but not enough steam to move the train. The Engineer may also shift from forward to reverse to be sure both ends of the cylinder get warmed. Once ready to move, the throttle will be opened more so that there is enough steam to move the engine, but the cylinder cocks will be left open for a while just to be sure no condensed water causes a problem. This is why you see so much steam coming from around the cylinders when the engine is starting up... not all of that is leakage from the seals!
Semper Vaporo
Pkgs.
They're not cooled-- not intentionally anyway. Apparently 750-deg steam isn't hot enough to make a piston seize up, if it has the right lubrication.
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