Actually the Protosound version of that locomotive didn't come with a Protocoupler either, I know because I have it. MTH had a kit you could buy to add it later, but have long since quit offering it. But yes, that is not a Protosound version of the locomotive. Put it on the track and add power. If you get sounds, then someone added Locosounds to it. If you get no sounds, and only a whistle, then you have conventional version, which is why the price was so good.
Here are the two versions of the locomotive. And here is the common manual for both. Good news is it's a great little locomotive. I love mine and have run it a lot. I've also upgraded mine, and plan on converting it to TMCC this year once GRJ releases his optical trigger.
