Nice captures! This locomotive has been the subject of many long discussions. It's always nice to see it popping up in photos.
Just a correction though. This locomotive is NOT the Thomson. The locomotive that was used at the Roorkee construction site was destroyed in a Boiler explosion within 9 months of it's induction. There are no particular details in the administration reports about the make and build of the locomotive other than the fact that it was a 2-2-2 Tank locomotive. The locomotive currently outside Roorkee station (the one in your photograph) is a 'Jenny Lind' locomotive that operated on the London, Brighton and South Coast railway (as you can see on the locomotive in pic...
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3) in England in the late 1840's. In fact, you can even see the name 'Jenny Lind' on the nameplate on the boiler in Pic 4. This is just a representative piece for demonstration and NOT the actual loco that worked in Roorkee 160 years ago. There is no indication in any of the administration reports from that time that the Thomson was a 'Jenny Lind' type locomotive. Several IRFCA veterans have also concluded that the Thomson was probably not the same type of locomotive as the one plinthed outside the Roorkee station.
That aside, the Thomson is not the first locomotive of India. The Red Hill railroad in Madras holds that distinction. Two (or possibly 3) steam locomotives operated on the RHRR on an experimental basis. The first was a tank type engine and the latter, a locomotive with a tender to hold coal and water. And moreover, all the locomotives, wagons and rails used in the RHRR were 'Made in India'. They were manufactured in the Ironworks at Porto Novo ( Now Parangipettai, PO on the Villupuram-Cuddalore-Mayiladuturai route) by the Madras Corps of Engineers working under Sir Arthur Cotton.

Jenny Lind was the name given to the first locomotive in the series (A total of 10 were designed initially), but the design was so successful that all subsequent locomotives of the same design were also referred to by the same name.
Unfortunately, no remnants of the RHRR exist now. The line was closed down sometime before 1839. It was only about 6km of track and most of the equipment used was very primitive. All the wagons would have been put into use on the road for carriages. Even the steam locomotives were mostly just a steam engine and some mechanical equipment mounted on the standard freight wagons. So they too did not survive. It is completely...
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hopeless to find any remnants of the alignment or track as the line passed through the regions that, today, lie around Chennai Central station and the heart of the city. Only records of it exist. We had scouted for possible alignments for a long time using the records (One of Sir Cotton's letters had a vague, hand-drawn map of the alignment), but there is no way of verifying our guesses.
In fact, Sir Cotton constructed another railway after the RHRR, which is also older than the one in Roorkee. This was near present day Rajahmundry (RJY) in Andhra Pradesh. Sometime around 1844, he was constructing a Anicut over the Godavari river there (Dowlaiswaram barrage). You can see this barrage to the south of the Road-cum-rail bridge there. He had laid down another railway here to help in the construction of the barrage. This one had double line tracks too!

Some more interesting reading -
click here
This link contains extracts from the diaries of Er. David Joy, the engineer who designed and built the the locomotive now standing outside Roorkee station. The entries are quite detailed and you can see a sketch of the locomotive in the 1846, November section. He doesn't mention anything about exporting the locomotives to India.
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However, one interesting thing is that in the entry dated May 1st, 1851, he mentions that he was taking a ride on a new locomotive that had just come in from another railway and that the driver of the locomotive was about to head to India to work on a railway there. Since there were no other railways operational in India in 1851, and the first commercial run did not happen until 1853, we can assume that this gentleman was heading to Roorkee to work on the railroad there.