There's no real quick and easy way of doing loco brakes, what Pete says is correct using a loco air brake to act as steam brake is pretty much the only way of doing so (Loco only Air brake with air single pipe).
However this creates an unfortunate issue, when running with vacuum brakes, due to a game bug the loco air brake will drag every time the train vacuum brake is released! This is due to a bug which says the brake cylinder pressure for the loco brake is the vacuum brake pipe pressure in psi (so 10.3psi brake application when the vacuum brakes are released). Strangely it would appear from memory that it causes both the train and loco brake to drag hence you get an issue like on the B1 where the drag is quite enormous.
The work around is two fold, firstly setting the maximum brake cylinder pressures to be something very high (say 300+psi) (not forgetting to change the main reservoir and compressor values to match!). This has the effect of negating the drag of the brake before. Previously if the max pressure was say 50psi, with the 10psi bug the loco brake would be applied 20% with the vacuum brake released. With the max pressure at 300psi the brake is applied 3.3% and hence the drag is massively reduced.
Since on most locos, the steam brake is technically independent of the vacuum brake (being applied by a pressure difference usually) it is usually possible to run the locomotive with the vacuum destroyed and using the independent steam brake handle to control the brakes. In the current situation this creates issues however since currently when you'd apply the vacuum brake, the train brake would come on full force stopping the locomotive dead. The work around is to make the vacuum brake effectively do nothing on the locomotive, this involves setting the train brake % to a low percentage, preferably 0% but unfortunately this causes issues with the dispatcher since the things the loco doesn't have brakes. As such the lowest you can go is setting the brake force % to be about 5-10% for the train brake percentage to keep the dispatcher happy. This also has the added benefit of reducing drag from memory but excuse me if it doesn't as I've not had to work on this stage for years
This does however now mean the vacuum brake does nothing to slow the locomotive, and hence lua scripting for the locomotive is needed to set the locomotive brake to the desired application based on what the vacuum brake is doing. But this is probably a bit beyond this post.
regards
Edward