Judging by the Wikipedia "List of boiler explosions" (https://en.wikipedia.org/wiki/List_of_boiler_explosions) it seems most incidents had at least one fatality, with many more injured. Seems unlikely you could be in proximity to a locomotive steam engine explosion and survive it.
Or, judging by the Johnny Cash song "The Wreck of the old 97", no.
<pseudo-edit: the operator dies, but its not clear it was an explosion that caused the wreck>
Well, they gave him his orders in Monroe, Virginian,
Said, "Steve, you're way behind time,
"This is not 38, this is Ol'97,
"Put her into Spencer on time."
Then he turned around and said to his black, greasy fireman,
"Shovel on a little more coal.
And when we reach that White Oak mountain,
"Watch Ol'97 roll."
And then a telegran come from Washington station,
This is what it read,
"Oh that brave engineer that run '97,
"Is lyin' in Danville dead."
"Cause he was going down a grade making 90 miles an hour,
The whistle broke into a scream.
He was found in the wreck with his hand on the throttle,
Scalded to death by steam."
One more time!
Oh, now all you ladies better take a warning,
From this time on and learn.
Never speak harsh to your true-lovin' husband,
He may leave you and never return.
Poor Boy.