Brian has it right.
I'll just add that a regular 9 volt alkaline battery (on older PS2 5 volt systems) can be used temporary to test the engine but do not leave it in permanently, it can damage the charging circuit.
To verify that the battery is good, turn off the power to the track while the engine is sitting at a rest with the sounds on. The engine goes through a complete sound shutdown sequence which last about 10 seconds. If it cuts out before that sequence completes, the battery needs to be replaced.
