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In real life it can make some difference, especially for long heavy freight trains. Traditionally all the power was up front, possibly with locomotive(s) tacked on the rear for pushing up short extra-steep hills. Distributed power[en.wikipedia.org] is becoming more common; in the old days you'd see 4 locos up front, now you're more likely to see 2 up front, one in the middle and one near the rear. It puts less strain on the couplers and similar operational benefits, but such things have no impact in Transport Fever.
The only way locomotive placement is useful is for esthetics. Some mods add carriage sets that include a steering unit, a carriage containing a cab. Depending on how you want the consist to look, the steering unit can either be at its front with the locomotive at the back pushing it, or the other way around with the locomotive pulling it.