Here goes - most Legacy from late 2017 to present are equipped with Bluetooth, so yours must be an earlier model - perhaps 6-84407(8) or earlier.
Lionel starter sets typically come with a DC power wall pack and I assume this is what you have and your Legacy engine will not run off this - so no.
1. You can run your Legacy CSX conventionally, with a standard AC transformer, but that will require you to upgrade your power system going to the track to an AC transformer that typically has bell, whistle and direction buttons. Your 4 starter sets will also run off AC power, so this is a viable alternative, although you will not be able to access all of Legacy features on your engine. An entry level AC transformer, such as a Lionel CW-80 or MTH Z-1000 should be available new for around $100-$120 and used for less.
2. You can purchase the Legacy #990 control system (the "fancy controller"), which will operate your CSX engine with full functionality, but costs new in the neighborhood of $350.00. You will also need to upgrade the power to an AC transformer, so it's not an inexpensive solution. However, it will give you the option in the future to expand and acquire other Legacy engines. You could also purchase an earlier version of Legacy, such as a Cab1L system which will cost slightly less and give you most but not all the Legacy features on your engine. The Legacy or Cab1L remote that comes with their systems will not operate your 4 starter sets. However, you can operate them both on the same track at the same time (with an AC transformer) by juggling remotes.
3. You can also purchase a Lionel universal remote which will run up to 3 of your starter sets and, at least get rid of a couple of remotes.
4. If your engine is one of the above model numbers, it is rated for O-36 curves and above, so if your layout has smaller diameter curves (such as O-31 or smaller) it may not get around the track. One of the desirable features of Legacy engines is that they generally have much more detail and a larger, more scale appearance and size than a Lionchief starter set.
It's too bad the seller didn't advise you about the system requirements for the Legacy engine.
As a last resort, you could always sell the Legacy engine and buy a Lionchief Plus CSX diesel engine that will run off DC power with your other starter sets and no need to upgrade or change anything.
