On an engine as large as a locomotive it is usual practice to just leave the thing running, especially if the outside temps are going to be near or below freezing. Most newer units are built with a fuel saving device that keeps the lead engine running, so it can keep air on the brakes (although the train should be secured anyway with a sufficient amount of handbrakes). The others that are in trailing will shut down after a 10 minute period of inactivity. Once the lead engine is commanded to move, the others attached to it will begin their auto-start-up procedure.