I have one of these, but I haven't done anything with it yet.
Without digging mine out, my guess would be to remove the top of the coal bunker in the back and plate it over with a piece of styrene. Add a filler cap and you'll have an oil tank. In the real world, the least expensive way is to just drop in an oil tank fabricated to fit the existing oil bunker. You could probably fabricate the uppermost part of the tank to simulate this; slip fit into the old coal bunker opening.
As far as plumbing is concerned, it's all probably hidden anyway, under the decking, so it's a non-issue for modelling purposes.
That'd be how I'd do it.
Kennedy