Between the high and low pressure cylinders and connecting the two is a large pipe called the receiver, into which the steam from the high pressure cylinders exhausts when the locomotive is working compound. The receiver is simply a reservoir in which the exhaust steam from the high pressure cylinders is stored until it is required by the low pressure cylinders. From the receiver, the steam is admitted into the low pressure cylinders by their valves in the usual manner.
The copper pipe and 90 degree elbow on Jim's locomotive captures the look of a steam receiver fairly well, and seems appropriate for a tinplate representation of a hypothetical locomotive.