Yes, there was an operating arrangement between the UP and the Milwaukee Road. The UP only came as far east as Omaha and their trains between Omaha and Chicago were handled by the Chicago & North Western. However, in the early 50's the UP became unhappy with the C&NW's end of the deal and switched to the Milwaukee Road. I believe the change happened in 1955 but I could be off on that. Part of the deal was that the Milwaukee Road would paint all the equipment that was used with UP trains yellow. The Milwaukee wound up painting most of its passenger equipment in UP colors (but never any steam engines).
The Milwaukee hoped that this arrangement would get it more freight traffic from the UP, but that never really panned out.
Now you need some passenger cars to go with the locomotive! The best match is the Weaver aluminum cars, if you have room for 20" scale size cars. The paint matches the Weaver engine and they are high quality cars, although they do not have interiors (the windows are tinted). These have the correct finned Beaver Tail observation car. The Lionel 18" Hiawatha cars also have the correct Beaver Tail observation, as well as nice interiors, but the colors are very bright and do not match the engine well. Those are the only two sets of cars that have the correct ribbed sides and Beaver Tail observation to go with the locomotive. MTH has made several different sets of Milwaukee Road streamlined passenger cars. Some have Skytop observation cars, which are correct for the diesel-era Milwaukee Road but would seldom if ever have run behind the streamlined 4-6-4. Beware of the sets that are painted for Milwaukee Road but have boattail observation cars - that's just plain WRONG.