Sing with the chorus here, don't ship in brown paper! If you don't have a proper box, just fabricate one with a lot of packing tape and cutting up a box, that's better than nothing.
The key thing that has not been mentioned here is what you do inside the box. Make SURE the locomotive and all the moving parts are SECURELY padded. When I put a locomotive in the factory carton, after putting in any factory supplied foam padding for the trucks and handrails, I pick it up and shake it vigorously. If I hear any rattling or feel any movement in the packing, I add padding until it can't move AT ALL.
Shipping 101: If it moves inside the packaging, it can beat itself to death during the shipment.
