A conventional steam locomotive is built around and on top of a frame. This lies beneath the boiler, which is rigidly fastened to it at the front, smokebox end. Since the boiler expands when heated, the other end of the boiler is not rigidly fastened; it is supported along its length by waist sheets, vertical metal plates that flex in the fore-and-aft direction but not sideways. The firebox is supported by an expansion pad; it rests on the frames but can slide fore and aft.
The frame generally has slots called frame jaws cut in it for the driving boxes (which carry the driving wheels' axles) to move up and down in. The forward driving force on the driving axles is transmitted through the frame and the draft gear mounted on the rear of the frame, and thence to the train being hauled.
There are three basic types of frame used.
In England, locomotives were built around a plate frame. In this design, the main frames of the locomotive are cut out of two long steel plates, and mounted lengthwise and vertically along the locomotive, parallel to each other, with spacers in between.
American locomotives historically had fabricated frames, made by welding steel bars together into a frame to support the locomotive.
Later American locomotives had cast frames; these were giant one-piece castings of the whole locomotive frame, often including the smokebox saddle and cylinders in the casting as well. The advantage of a cast frame is that it's tougher and can't go out of alignment like a fabricated frame could. The biggest disadvantage of a cast frame is that it's very hard to repair if damaged. Over time, the biggest cause of damage was cracks due to metal fatigue; the only real way to fix a locomotive with a cracked frame is to get a new frame, although welding can work to a degree. This is what ultimately condemned the famous GG-1 electric locomotives to the scrapyard.