If this is the current SP M class 2-6-0 like below, I would contact Sunset Models. Scott Mann is VERY helpful. There is a manual that comes with this locomotive, but is very basic. If you are looking for somthing like an exploded parts manual, or disassembly / assembly instructions, you are on your own.
If it is an older brass model, I'm afraid you are entirely on your own. The good news is there are a lot of people around that know how to take apart and repair brass locomotives, but the ranks are unfortunately thinning over time.
What are you looking to accomplish? Let us know and we may be able to help you out. Lots of photos would help.
Regards,
GNNPNUT