There are several engines in the 1906 Bing catalog that are a close match for your engine (the litho treatment of the tender and the engine cab is slightly different). In addition, illustrations from the same catalog match the shape of your tender and passenger car . The box cover art matches the box cover art of my 1904 set so I would estimate you are looking at a set from the 04-06 time period.
1904 Bing Set Box Cover