A clean soft bristle artist's brush and your lungs will get a lot of the dust off the locomotives and rolling stock. You will have to remove the shell representing the boiler and cab and run it under warm water. You can let it soak for maybe 5 minutes to loosen up any grime. Then use the same or a slightly stiffer artist's brush. You could use a very soft toothbrush, but be careful around delicate parts.
Rinse, air dry, and then re-assemble.
As for the running gear, if it is quite grimy and stiff, I would spray it gently, or use a soft bristle brush to apply it from a shallow vessel, with some WD-40. Let it sit for about ten minutes, and then gently swish or just flush with more WD-40. Use clean paper towel with a probing bamboo skewer to get as much of the WD-40 off the works as you can. Once no more WD-40 shows up on the cleanly turned towels, lube carefully with a quality hobby lube or use Dexron III Mercon auto transmission fluid as your lube.
The gear tower should be opened, and wiped clean to remove old grease. Then apply a thin layer of new grease that is safe with plastics and paints. White lithium grease should be fine.
Crandell