Nice looking engine, I do not have any of those. The Gilbert 372 and similar GP7's used a 1449 screw in 14V bulb right behind the headlights and number boards. Those shells were held on with two screws, one in the front and rear center of the shell. I do not know if these Lionel versions are the same. Port Lines carries LED replacements for those bulbs.
The modern Legacy and FlyerChief versions of these engines have LED's but they are driven from the control system circuit boards, not directly from track power.