A Heizhaus is basically an engine shed where engines are prepared for for operation and fired up.
It can be a roundhouse or a rectangular shed -- the latter more common at smaller facilities.
The actual German name for a roundhouse is Rundlokschuppen -- literally round engine house.
The typical Heizhaus has a large stationary boiler used to pre-heat steam locomotives and getting boilers up to operating temperatures more quickly. (In some cases retired steam locomotives were used as stationary boilers for pre-heating active steam engines.)
By the way, as far as I know, preserved German locomotive 18.201, a one-of-a-kind engine built by the (then) East Germans in 1960(!) at Meiningen for speed testing of then new passenger car designs, is the fastest operable steam locomotive in the world. It is still certified for 180 km/h (110 mph).
There is an English Wikipedia entry, which appears to be a mostly machine translation at
https://en.wikipedia.org/wiki/DR_18_201
But the main data should still be of interest.
This locomotive was mostly built from parts of earlier experimental locomotive designs.
-- Ernest