Ray, you really want to use music wire. It will stand up to normal handling better. Use .015" which is about 3/4" in O scale. Brass will bend the first time you pick up up wrong. I posted a pic of an MTH Pacific below. You can see the rope is high and only goes through one eyelet back to the cab. The other eyelets in particular those close to the cab may be for pipiing. I add rope pulls to a lot of my engines that lack them. Just take your wire and bend it at a right angle about 1/8" long at the end and put it through the bell arm. After its all in place in the cab and through the eyelets, bend it back at the bell so it can't slip out and cut off the excess. I put a little bend at the eyelet so the rope looks like its sagging a bit. You want to use a cutter designed for music wire. You will only damage cutters designed for copper wire.
You really need to see some pics of the engine first. Hopefully a forum member will help here. One picture is worth a thousand words.
This engine had a rope pull added along with eyelets.
Pete
