Joe is right, that's a 5V PS/2 package, there is no CV board in that locomotive.
FWIW, what I do with these is add a couple of connectors to the headlight output and drive them all from that.
I have a couple of the CV boards if you need one. These were in some PS/1, and also many Weaver and Williams brass locomotives. There are many form factors, but all seem to have a common design as far as the switching power supply. They all take track power (left hand white connector), and offer up either 6VDC or a current limited 6V for LED markers/class lights.