Jim, the Conrail one below is the K-Line caboose. Granted a repaint by me, but you can see the body style. The K-Line ones always had a silver ladder on one end of the caboose mounted via two small holes in the frame and a slit cut into the roof overhang. I painted the ladder on this one black, which you can just see the top of, on the far end of the caboose.
Next below is an actual Lionel SP caboose (with a modified Lionel 027 tank car that snuck into the picture 
). And yes, both repaints done by me.
Lionel has changed the cupola positioning on the SP caboose along with the side window arrangement. Some cabooses come with a centered cupola and others with an offset position. Older versions had 4 windows on each body side. Newer ones have two.
Now compare to the Menards caboose, a photo from a post by Cabinet Bob.
To add to what Grampstrains said: If so, the roof will come off as it is pushed into the window shell from the top. Just pry it off slowly all the way around. The window shell snaps into the side of the body at the window openings.
The frosted inner window shell - of at least the Lionel version - has some has a couple nubs in the mold, which snap into the window frame. These do make these hard to get apart. I've used a Dremel with a sanding bit, and taken down the angle of the nub so that it isn't so difficult to remove next time around.
