These two photos of the roundhouse were taken in 2001, I believe by Art Clowes. If you want to look it up on Google Maps, it's at 912 Union Street in Fredericton, NB.
This little two-stall engine house was located beside the roundhouse. It is no longer there.
The excellent book "Devon Remembered" Volume 1 (by Carol Randall and Robert McNeil) has a map of the New Brunswick Railway's facilities on Union Street in Fredericton. The roundhouse is labeled "Engine House" on the left.
This map pre-dates any railway bridges over the Saint John River to the southern half of Fredericton. Of course, at this time Fredericton was only on the south side of the river and the north side was composed of several communities, such as Nashwaaksis, Devon, Marysville, and so forth.
PS - There's a good article in the Daily Gleaner about the Fredericton train station. Reporter Mike Staples talked with a local railway historian, Joe Murray, about the station. I never met Joe and honestly don't know much about him but he knows his facts.