Applications

• Heating: If the demons can produce enough energy to move a train, they can produce enough energy to heat a home, or a forge, or a factory.
• Steamworks: If the demons can produce heat, then that heat can be combined with water to produce steam, which can produce motive power.
• Motive power: Skip the middle man and just generate motive power directly. Use it for large-scale industrial buildings. Use it to pump water to where that water needs to go. Use it for trains, or for ships.
• Long-distance communication: If the demons can produce flashes of light which can be seen from a distance, then we can make communications channels. One demon is sending out the flashes of light, and the second demon is interpreting those flashes in a mathematically precise way. Most likely you'd end up with something like semaphore towers.
• Sound: If the demons can vibrate the air, they can produce sound. Sound is relatively easy to mathematically define. If the demons can convert sound into these mathematically defined flashes of light, then a crude telephone can be created which utilizes the semaphore towers.
• Video: If the demons can create light, and they can create light in different colors, then they can create video. This is pretty useless without the ability to take light as input and record it somewhere. It's unclear to me whether demons would be able to do that.
• Storage mediums: If the demons can take something as input (ridges on a wax cylinder, holes punches out of paper, magnetic disks, etc.) then with the ability to produce sound they can played recorded music. Depending on the economics, this is either a household object, or only used in the finest playhouses.
• Weaponry: Probably goes without saying, but what form this takes depends on what kinds of energy output is available, plus a few cycles of back and forth between armies as they react to new tactics, then react to those reactions, etc.
• Cutting edges: If the demons can be bound in such a way that they can remove material, then that should allow them to be mathematically bound in such a way that they can be put into a milling machine. It's not clear to me whether this would work, but depending on how much a demon can directly affect the world like this, you could skip some manufacturing innovations and move directly to a demon-powered CNC machine.

Cool stuff

• Demon Sword: If the demons can produce heat, then you can get a really, really dangerous flaming sword. Ideally one that you can turn on and off.
• Demon Gun: If a demon can produce forward motion, then it can be used to fire bullets. Given the stated limits on demon production, the demon is probably bound into the gun, and the bullets are just small metal balls which get fired when the trigger is pulled. Napkin math says that a gun like this would be ridiculously powerful - probably limited by the ability to control recoil, unless the demon can be bound such that the gun produces no recoil, in which case you have a gun whose bullets can blast a car clean off the road.
• Demon Jetpack: If demons can provide enough power to move a train forward, they can provide enough power to lift a person into the air. The sticky part is actually controlling it, compounded with all the inherent dangers.
• Demon Knuckles: If the demon can provide forward motion, and that forward motion can be keyed to a trigger, you can get brass knuckles (or big honking gauntlets depending on space constraints or aesthetics) which put more power in a punch, ideally also cushioning the wearer's fist.