BUILDING A COPPER BOILER.
If it is an existing design, see if the construction has appeared in one of the model magazines, or try to find others who have built it to learn if there any problems, and the best sequence for construction.
If you cannot get any information, study the drawings and try to see which parts would be tricky to fit after other items were in place.

If you can buy a kit with the plates already formed, do so.
The saving in the time that it takes to make the formers is worthwhile, and the extra cost is minimal.

All copper will need to be annealed before starting, and probably several times during forming.
Keep everything as clean as possible, as it will have to be thoroughly cleaned before soldering.

The main parts of a (loco type) boiler are: barrel, plates, tubes, foundation ring, girder stays, stay bolts.
In the absence of other instructions, start with the boiler barrel. If it is a parallel boiler, clean up the ends and make sure that they are square. For a taper boiler, start by making the barrel. A card template is useful to ensure that the everything is the right size before cutting metal. Then join the barrel, either with a coppersmith's joint, or with a lapped plate, finally squaring the ends as required.

Make the plate formers, remembering to allow for the plate thickness and bending allowances, and then form the plates
Cut boiler tubes to length, and turn the ends down if required. Cut the material for the foundation ring, crown girders, etc.
Make all the studs, and bushes for fittings.

Mark out positions of tubes, fastenings, bushes, except for those that have to be marked from another
surface.

Then assemble. A typical order of assembly is: (1) Barrel, any extensions to the barrel, and outer firebox; (2) bushes on barrel and dome (see below); (3) Front & sides of inner firebox and tubes; (4) if the whole tube assembly is to go in as one unit, the front tubeplate; (5) then the tubes + firebox go into the barrel with the foundation ring front and sides; (6) Fit stays; (7) firebox backplate. NOTE, bushes on barrel may have to be fitted after assembly if they will foul other construction.
Crown girders will usually be fitted at (3) and (5).

Cleanliness is essential to ensure satisfactory soldering. Pickle all parts regularly during the forming prior to construction to remove all oxidisation, using whatever pickle you prefer, and then clean with steel wool.
When all silver soldering is complete, allow the boiler to cool and then place in a bath of dilute Sulphuric acid to remove any residual flux. Then wash in clean water, dry, and clean thoroughly, either with steel wool or Scotchbrite.

Steel Boilers.
Steel boilers are more usual for larger sizes. "Larger" is a matter of opinion, but the usual demarcation is around 7¼" gauge, or about 6" diameter, below which copper is the norm. Of course, copper could be used for any size, and most locomotives on British railways used steel outer and copper inner construction. Steel has the advantages of lower price and greater strength for the same thickness, thus reducing the overall weight.

The boiler tubes are invariable copper for a copper boiler, usually steel for large steel boilers, and may be either steel or copper for the smaller steel boilers. They can by fixed by various methods, including brazing or welding, they might be screwed in, with or without some other form of fastening / sealing as well. With larger tubes, the most common method is to fit the tubes using a Tube Expander, which consists of a number of rollers mounted freely in a cylindrical cage, with a tapered shaft which is simultaneously rotated inside the rollers and forced in, so as to cause the rollers to press on the inside of the tubes, thus deforming the metal and both fastening and sealing it to the plate. It is essential that the tubes be annealed properly beforehand to obtain the best seal.

In the UK, a steel boiler has to be constructed of certified material and be welded by a qualified welder.
Therefore, if you are qualified, you will not need any information, and if you are not, then any instruction is
superfluous!

In fact, although I am not a qualified welder, I have made several steel boilers in the past (before the latest rules came into effect) and it is not difficult, provided you have a reasonable knowledge of, and some
practice in, welding. As with any welded joint, the most important thing is to prepare the joint properly first.

With larger boilers (again, the size is a matter of circumstance and judgement), it is likely that the size may exceed that which your local model club will be willing or able to certify. In this case it will be necessary to have a test and inspection by someone appointed by your insurance company. In my experience, these inspectors are interesting  people, a useful source of knowledge, and give a fair judgement. (But then I have not had one fail a boiler of mine!)

Stainless Steel should not be used for boilers.
The slightest impurities in the water can cause minute cracks to appear leading to early and possibly catastrophic
failures.
In fact, quite apart from this disadvantage, there is no benefit to using stainless steel. A properly constructed boiler made from carbon steel will have a very long life, possibly longer than its owner! It is easier than stainless steel to work with, is less
expensive, and you won't even see the nice polished finish underneath the lagging. If you really want (or need) to use stainless steel, there are some special rules which apply and they usually have to be designed and built in accordance with BSS or ISO.