Bruce,
I found product info, but no manual. Product ID 6882-2 2003 catalogued
it used Electric RR TMCC boards. The commands should be straight forward as any TMCC commands. The TMCC manual is in a special post/thread with everything TMCC/Legacy.
In conventional mode, it will run as any other engine if no TMCC signal is present. If you have a TMCC base or Legacy base, set the engine up in TMCC mode. Press ENG and then #1 and it should respond to commands. One thing to note is that you will need a battery for conventional operation to have start-up and shut down sounds.
You should find a hatch somewhere for the battery. There should also be a smoke/no smoke switch and a PROG/RUN switch to program the engine. This is one of the few diesels that I think should definitely smoke. 10-15 drops of smoke fluid down the stack should get you going.
The product snips that I grabbed are attached. The TMCC manual from Lionel is also attached.