Is the track power at or near 18 volts? Did you add some smoke fluid? About 10-12 drops should do it as it did have fluid. Since this is an unregulated smoke output, track power directly affects smoke production, below around 14-15 volts, you'll be hard press to see smoke.
Another thing to try is holding the smoke on down for a few seconds, this boosts the voltage and should start the smoke.
