Wick. You can reorder from Lionel or your local hobby shop. When I'm in a pinch I've used tiki torch wick. Pull off the plastic shield and fluff it up a bit.
https://www.youtube.com/watch?v=ZkDlQ5Cwwlk&t=12s
This video will show you a bit. just be sure not to block the opening from the bowl to the fan.
You can also use a 9 volt battery, while the smoke unit is out of the engine, to test the fan.