This was a fun challenge to research.

Let me point you to the Worldwide Steam Fire Engine Registry and the entry for Gustav List.

List is a name I've run across before while answering a question about Russian industrialization pre-WWI. He's one of a relative handful of individuals who made industrialization work in Imperial Russia. He started as a mechanic in a sugar factory in the 1850s, having learned machine trades in the United States.

While at the factory, he realized the danger of fires, so he built a mechanical fire pump. It was a simple thing, muscle-driven, but it worked. Using his pumps, Russia's first volunteer fire brigade grew around the factory.

By the 1860s, List had realized fire pumps, not sugar factories, were his calling. He moved to Moscow and set up a business manufacturing the things. He was acclaimed for his business, which was phenomenally successful. (Here he is in the British Trade Journal of June 1, 1886.) Even when his factory was ironically destroyed by fire, he rebuilt bigger and better than ever.

His industrial works diversified and grew and by 1900 were some of the largest in Moscow.

That's getting away from your question, however.

In 1896, one of List's sidelines was the creation of Russia's first steam-powered fire engines. Before this time, the engines were hand-pumped, which was dependent upon labor. A steam pump (still drawn by horses, mind you) could pump water much more quickly and reliably, even if it had to be stoked.

In the event of a fire, the steam pump would be drawn by horses and taken to the scene of the fire. I'm not an expert on 19th century firefighting, but I'm given to understand that some departments kept a hotbox of some kind perpetually going in their garages. In the event of a fire, they'd throw the coals from the hotbox into the steam engine, helping stoke it that much faster.

In any case, List didn't start producing engine-driven (as in, no horses needed) fire engines until about 1907.

So your fire engine would be horse driven and it would be steam powered. That means you'll have a ringing bell (think a steam locomotive bell) and possibly a whistle ... though I'm not sure on that, since the pictures of contemporary engines don't seem to include one.