If you purchased the oil burning Empress 2816, this model represents 2816 as it has been restored and is operational today. In this case you would require a consist as it appears today. As you want prototypical heavyweights this means either scratch building heavyweight cars or signing up for the Rapido cars as they are today.
As another has suggested, you can sign up for a current consist of heavyweight cars from Rapido.
Had you purchased a coal burning CP 4-6-4, you would have still had problems putting a heavyweight consist together but there are options if you could find some BGR heavyweight resin kits. BGR is out of business though you could try RR shows as some may be available if you go that route.