First, it would depend on whether the unit is a cowl or carbody unit, or a hood unit.
A cowl or carbody unit would have a walkway running the length of the long hood on either side of the prime mover and other equipment.
I have never been inside the long hood of a cowl unit. But I have been inside the engine compartment of cab and booster units while underway. It is loud! How warm at 0 deg. F. I don't know, but the prime mover throws off a lot of heat. The engine assembly is not insulated. Also, the air compressor gets pretty hot. There are both air-cooled and water-cooled compressors, obviously the air-cooled ones produce more radiant heat.
Hood units can be entered at the air compressor end, for access to the air compressor compartment. It gets really hot in those small compartments. I would not enter one while underway. There are racks in there for storing spare multiple-unit cables and air hoses, so they are designed to be entered at times. I almost fainted going into one on a hot day.
Some GE hood units have an electrical cabinet room directly behind the cab that can be accessed from either side. There is a panel with circuit breakers on the wall that is against the cab. You can pass from one side of the unit to the other by going through this compartment.
Engine start stations are generally reached through side doors on hood units, but are not designed to be entered. You have to stand on the walkway and reach in the open door. EMD units will have these near the governor. GE units will have these at the generator end. In neither case is there enough room for a person to actually step inside.