If you're playing VIP then it's going to be a slow process, since luxury clothes/furniture are hard/impossible to obtain for some time. Machine parts are no big deal, though. You can get them fairly reliably, over time. Steel is actually the big hang-up. In fact, on Jan. 1st 1836, set steel to "Buy < 250", and you'll get about 70-80 in a couple of days before it dries up for about 25+ years or so. You'll need to build a level-2 steel mill after that, though. Damn steel is tough to get on the market. Sometimes you can get machine parts in bunches. Buying < 200 or so, on occasion you'll notice you're able to import decent amounts, provided you're not tarnishing your standings among the great powers.
So, you can build some factories & RRs. But converting clerks is impossible. So, you have to go conquer some. First of all, have a designated magnet. I typically choose Moscow. Build cement & steel there, so you can finance your own RRs. Now you need to get the clerks. Doing the Tsar of all Slavs early on will help... there's a good number of Bulgarian clerks in the Constantinople area, plus Bulgaria itself. Like 40 or 50k, IIRC. They'll be out of work, and flock to Moscow in hordes. But anyway, conquer clerks... look around and find where they are. Then they'll migrate & produce the cement & steel so you can get going w/ the RRs. Of course you'll be building paper (needed to convert craftsmen), fabric, etc. as well. Form a profitable base, so that you can get the luxury crap going, as soon as it's available, so you can do all the necessary POP converting. Plus the RR's will already be nice and abundant -- always helpful.
But there is no "get industrialized overnight" formula for Russia.