Your compressor will have a regulator on board.
I like to add a precision regulator close to the engine.
Here is the one I recommend. It provides precise pressures from 0.7 PSI to 30 PSI.
This is a right sized regulator for demonstrating model and small steam engines up to 2 HP.
They can be found on ebay for $25-35.
(Attachment Link)
(Attachment Link)