Engines can be daisy-chained. That is, one engine can send its energy to another, which can then send the combined energy to another engine or to the mechanism to be powered. This is useful for driving a mechanism faster, but incurs a danger of overheating. (This "stacking" ability does not apply to pumping items using wooden pipe.) If the energy is not being removed from the system at about the same rate the system is producing it, the engine at the machine end of the chain may explode. A more efficient way to do this is to use Conductive Pipes. This can be used over longer distances with no chance of exploding for redstone or steam engines. Although this is more efficient, it is also more expensive, as energy losses are rampant over long distances while using stone conductive pipes, the cheapest conductive pipe that will transport energy.
You can monitor the temperature of the engine by the color of its core. Blue represents a cold engine, Green represents an engine that is warming up, Orange represents an engine that is running at the optimum efficiency, Red represents an engine that is in danger of overheating and will explode if not turned off or cooled down very quickly (except for Redstone Engines). Once an engine has gone red it takes a couple of minutes before exploding giving you plenty of time to turn it off.