It was originally shipped from the factory with rechargeable batteries inside the handheld. Make sure that they're present and functional. At some point they won't hold a charge anymore as they age.
There are several postings on this forum about what you can use for replacement batteries if yours are bad. It comes down to using exact replacements from Lionel, or third-party rechargeables. You could also use standard alkaline batteries if you can tolerate changing them occasionally, or perhaps often. If you do use alkalines though you must turn the charge switch on the base off, because these aren't meant to be charged.
Mike