It varies wildly unfortunately, so there's no one answer. This might not be true for all of them but the Rapidos that I've come across have had a design that doesn't lend itself well to conversion, as the coupler is cast as part of the truck and removing it leaves an insufficient surface area to glue on a new one. If this is the case then your options are to either- A. see if you can
modify the truck so that a coupler can be attached, B. body-mount a coupler, or C. replace the truck altogether.
Option C is by far the easiest, but replacing an otherwise functional truck is a bit wasteful, it costs money, and it doesn't work for locos. Option B would be preferred by most as body-mounted couplers are seen as superior (personally I'm still on the fence), but again this isn't always possible for a couple of reasons. To see two of them check out
this hopper that I bought without realising it had Rapidos. First of all, there's no solid place to body-mount a coupler. Secondly, even if you did mount one the car would derail on the gentlest of turns because the wheels would hit the coupler box.
As for trains, your options are generally just to body-mount. The only train I've ever seen that has couplers on the trucks are my Kato F7s, and that's only on the rear trucks. Locos nearly always have a pilot at either end (the F7s were intended for use in sets so it wasn't necessary anywhere but the front of the A units) so truck-mounted couplers don't work. Often the coupler is mounted to the shell itself and sticks out through a hole in the pilot, or as is popular with Kato & Athearn it's screwed in to the frame itself (making removal necessary if you want to take the shell off, very annoying). Either way, in my experience the couplers have always been screwed in, never actually cast as part of the shell/frame, which makes swapping them far easier. There are conversion charts all over the place, but you'll find that MicroTrains 1015-1 short-shank couplers will fit a variety of loco applications, especially diesels as they're less likely to have the big fancy cow catchers of a steamer. You can buy them
pre-assembled from Fifer Hobby, or if you're brave enough you can buy them in larger bulk packs that you need to assemble yourself. Assembling them is a tiny bit fiddly (mainly the spring), but the coupler box on these actually clips together so once they're done, they're done. No falling to bits while you try and slot it through the pilot! Seeing as you said you're new to this I would suggest buying a pack of assembled ones, then carefully dismantling one coupler to see how it goes together.