As Andrew notes, those numbers usually come with the decal set for the locomotive. Another source of small digits for steam locos is from decal sheets for diesels - in addition to number board lettering, there are often even smaller numerals for placing on the side panels of diesel headlights, as shown below:
When I originally started painting CNR locos for others, the best CN-style lettering available, in my opinion, was the dry transfers from C-D-S. However, you get only one attempt with dry transfers - they're not re-positionable like decals. For the number plate below the headlight, it was a multi-step process. First, the red background colour was applied and burnished in place. This was followed by an application of clear matte finish. After that had fully dried, the gold border, with division lines and "CANADIAN" and "NATIONAL" included their proper places was applied (a single application), burnished and again clear-coated (the clear coat was to prevent the application process from removing lettering that was already in place). Next, the individual numerals were applied - getting them straight and properly-spaced was an "interesting" experience.
Another clear coat followed, then you could go on to finishing any other work.
Eventually, the CNR sig, in conjunction with Athabasca Scale Models, introduced photo-etched number plates for CNR steam locos -supposedly for
all of the numbers ever used by CNR. Here's an
example of a "fret" of unpainted plates.
These are very simple to use - simply paint the entire fret CNR Red, cut out the plate you wish to use, then use fine sandpaper to remove the paint from the raised numerals, lettering, and lines. I follow this with a clear coat to prevent tarnishing of the exposed brass. Here's one on a loco:
Wayne
EDIT: Leon, check your PMs.