I'm not the greatest at onomatopoeia but I'll give it a shot.
Western gun reloading: Well, it really depends on the action of the rifle (i.e. whether it's breech loading, break action, percussion lock, bolt action, etc) and the time period you're looking at. Generally speaking, breech loaders were the most common rifles during the late 19th century as the bolt-action was still in its infancy and percussion locks were old fashioned (but still abundant, particularly amongst the poor). While it sometimes varied by the rifle, most breach loaders required inserting a shell into the rear of the gun's barrel. After loading, the gun was closed and the action was set. As such, the sound would be a "tinning" sound when the ammunition was loaded and a firm "clack" once the gun was closed.
Western train whistle: As with weapons, the sound varied by the train but I've heard a couple of authentic 19th century steam locomotives in my life time. For the whistle, a sustained low-pitched "vroo-vroo" would suffice as would a more high pitched sustained "vreeeeeeeeeeeeeeew." They don't sound "too" much different from modern steam engines in this regard.
Old pistol firing: I'll simplify this one and just say you're firing a Colt Single-Action Army (aka the Peacemaker). The sound you'd hear from fiting this weapon would be a loud and quick "POOMB."
Creating good sound effects isn't an exact science but as I've heard these sounds before, the suggestions I've given are the best I can suggest.