The thick rims on the engine and the generic 6 wheel tender would suggest a manufacture date for the engine ca. 1914. The woodsided litho NYC coach and observation were offered from ca. 1914 - 1928. I can't tell if the combine is woodsided litho or sheetmetal litho. To the best of my knowledge sheetmetal litho for passenger cars was a later addition (post WWI) but then my sample size of boxed, dated sets is small so it too may have the same span with respect to the other two cars.
Also can you tell me how the manufacturer is identified on the cars and engine? That is, does the ID look like a nested B and W with the B on its side so that it interlocks with the W or does it look like a diamond pattern with the letters G,B,N in the center? If it is the latter it would suggest pre WWI manufacture and if the former then post WWI