Is it 2-rail or 3-rail? Manufacturer? Model number? Is there anything more you can tell us about it? Did it come with track? Pictures?
It will need either AC or DC. Try AC first, at low voltage, say, 6 volts, and see if the motor turns. Then try DC. Use test leads, with the loco on its side. It might have a universal motor, in which case it will run on either.
Once you determine what it likes, just provide the appropriate supply. Keep us posted.