Hi Brakeman!! Welcome to the forum!
Any locomotive, whether steam or diesel, can be converted to DCC operation. It all depends on how much work you want to put itnto installing a decoder.
Some locomotives come with the decoder already installed. This makes it easy. All you have to do is program the decoder, which is also easy to do.
Other locomotives come DCC-Ready, which means that they have a socket in which you can simply plug in a DCC decoder. Digitrax and others make decoders that plug into these sockets. Its a 5 minute operation to do this.
Older locomotives (and some of the newer ones) are not DCC ready. The Athearn "Blue Box" locomotives and the brass locomotives are prime examples. For these, you need to wire in a decoder. The amount of work to do this varies based on the locomotive. Digitrax makes a decoder for the Athearn Blue-boxes that basically replaces the strip of metal that goes across the motor with a decoder. While this works, it is still probably better to put in a wired decoder. Wiring a decoder is usually easy if you have basic soldering skills.
On brass and other metal frame locomotives, you usually have to isolate the motor from the frame. Not doing so can cause a short and possibly burn out your decoder. Brass locomotives usually take quite a bit more work and time to wire for DCC than the otherts.
Hopefully this clears thing up a bit.
Feel free to ask more questions, thats why we're here!