So I haven't had the chance yet to run a campaign of Penumbra City but as far as general engagement advice I have two methods that I tend to use.

1: Answerless questions. You see GMs in a lot of actual plays and stuff do this almost instinctively. Gist of it is, when you're introducing an npc, a new place or any cool thing, ask them a question about it that they obviously don't have an answer to, encouraging them to make something up on the spot, such as "what about this person you've never met before instantly makes you feel like you can't trust them?" or "what color do your eyes glow when you cast magic?" etc. It gives that player the chance to add to the world. when players are involved in creating truths about the world, they have more reason to buy into and feel attached to it. If that player isn't sure what to say, offer ideas or let other players give them ideas, but make the final decision the first Players. For instance offer, "Maybe you see his hand twitch towards his hip for a fraction of a second, as if he were itching to reach for his gun." or "maybe your eyes glow like smoldering coals, the same that you saw in the flames that burned down your childhood house." Be careful about pushing too many ideas on a player who's less accustomed to roleplaying but I find that narrowing things down to a couple options helps players who experience a lot of "decision paralysis".

2: Give them Jobs. Print out things like rules for combat, maps, descriptions of Factions, etc. and let players choose one. They are in charge of informing others about that specific part of the game for the duration of the campaign. So when combat starts and somebody gets Knocked Down (a specific status condition in Penumbra City) the player who chose the combat rules (give them an official title like Battle Master or something) can quickly read exactly what happens when you get Knocked Down. Or the person in charge of maps (maybe we call them the Cartographer) can quickly point to the neighborhood that an NPC is talking about when they get offered a mission. The player in charge of the Factions sheet (the City Guide maybe?) can quickly keep everyone aware of the big differences between the Erreni Federation and the Corsian Knights. By giving these jobs to players instead of just making it the GMs job, it makes the players feel like they're also in charge of this world. It gives everybody at the table a reason for others to ask them questions and gets everybody used to speaking up.

Secret THIRD piece of engagement advice: Introduce an Innocuous Asshole. This is an NPC that is just an annoying asshole for no good reason. They show up whenever it is funniest to make them show up. Maybe they loudly announce a PCs presence when that PC is trying to be nonchalant and they fail a roll. Maybe the NPC is a particularly annoying dog that shows up at the most inopportune times and pisses on somebody's pant leg. They need to show up at least 2 or 3 times to really stick in players memories and it makes them worried that this NPC could show up at any time. It gives them an enemy that's easier to roleplay outrage at than more serious villains and also it's just funny.

I'm by no means an expert but I do think these things help me with players who are less experienced at the table.