Sound works, Headlight flashes, Loco won't run!!
All you need to do is disconnect the loco and tender, take the alligator clips on DC current and connect them to the plug connecting the loco and tender.
You must connect the clips to the two outermost pegs on the connecter. Don't worry about the clips touching adjacent pegs, just worry about the outermost pegs. After that is done, put the loco upside down and run it on DC current.
It may take some effort to get it started moving, but after that run it for a little while on full speed and run it until smoke stops comming out.
When I did it, it was hard to get it to run, but after I got sustained movement a little smoke came out, then it was fine from then on.