To check the bulb, take it out, disconnect your transformer from the track, and touch one wire to the center terminal of the bulb, and the other wire to the outer casing. Turn up the power a bit, and the bulb should light.
If all the wiring is good in the caboose and the smoke unit does not work with a good bulb in the circuit, the smoke element is bad. Original elements are not available it seems, but you may be able to use the element out of a liquid smoke conversion kit. Find a technician that can remove the old smoke element and install the new one. It should work.
Larry
