The tokens aren't really stored on the steem engine site, just like your STEEM is not stored on steemit.com. They are stored in your Steem account. If you want to build your own wallet it would just be a Steem wallet that can also broadcast the custom_json transactions necessary for steem engine tokens. If you're interested in doing something like that you can contact us on Discord.
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Thank you for the reply, I do not do disco anymore though. But thanks all the same.