The problem is, when I try doing this the game tells me "no engine found in consist," and won't let me continue. I took this screenshot to demonstrate this problem...
As you can see, the game won't let me continue to finishing and naming this consist, despite the fact that all I have attached to the pump car are a pair of pump car wagon adapters. Even if I remove all types of wagons from the pump car, the game still won't let me create the consist until I add a locomotive the the game approves of.
What do I need to do to make a consist where the pump car is the "locomotive?"