Take the front cylinder covers off, they are easy to get at only a few screws, and have look at the pistons and the bore.
I just ran a loco that hasn't ran for 20 years and it was stiff to move but it did move before it was steamed and once hot with steam oil reaching the cylinders it was fine. So something here is not right if it is locked solid so inspection is needed, Maybe there is grit in the system and clagged up the piston to bore clearance or maybe heavy steam oil has hardened?
When the covers are off and it looks OK you can apply some light oil and see what moves, also you can remove the pistons for further inspection if needed. On it's first steam open the cylinder cocks to clear any muck, old oil and get warmth into the cylinder assembly's before running.