You may find it beneficial to read "Model Boilers And Boilermaking" by K N Harris.
"The Model Engineer's Handbook" by Tubal Cain also contains some very useful information on boilermaking and steam production calculations.
What you choose to do in the privacy of your own home is up to you but in most countries there are rules regarding the public exhibition and running of (model) steam engines. Have a word with your local Model Engineering Society.
If this is your first attempt at making a boiler you may prefer to go for a kit you can make yourself. All of the calculations are done for you and the correct materials included. PM Research make two boiler kits. GLR Kennions do a boiler kit too that can be gas or coal fired. Also, in UK some companies that supply ready made boilers for model steam will supply them as a kit of parts if you ask nicely.