With a 1886 construction date, this car is certainly primarily wood.



Unfortunately, wooden railroad cars are a giant sponge for water, which then quickly destroys them.  Even if the car is in good condition, some water will enter the car frame around the windows.  



You stated the car “not in a heated building”  Is it outside?  If so, the first order of business has to be tarping the car for the winter, to protect it from the elements.  It is a good idea to create frames over roof vents and other protrusions, both to protect the tarp, and to create air space.  The tarp needs to be secured well enough to prevent it from slapping in the wind, and damaging the car.  Railroad Preservation Resources ( a consultant) has a web page discussing how to tarp a railroad car at:  http://www.railwaypreservation.com/page3.html



If in covered (but unheated storage) I would recommend leaving the carpet in place at least for now, even if it means limiting access to the car.   Without a preservation plan and staff in place it is easy for removed objects to go missing.



Pullman cars can be a conservation nightmare.  They combine issues of structure and unique mechanical systems with delicate details like inlayed wood and carpet.  Without doubt the best thing you can do for the artifact is get it inside, but this is difficult with an object than can up to 9” long, 14” tall and 9” wide.



There is a good railroad preservation discussion board at www.rypn.org.



Randy Hees