As I recall, there isn't a manual, just an 8-1/2 x 11 sheet included in the box. Mine's packed away so I'm winging it here.
There's not a lot of sophistication in AM locomotives. Mechanical chugger smoke unit, electronic reverse and Ott sound system (if AC w/ sound) in the tender. All the sound board does is provide whistle and bell sounds, (activated by whistle/bell control on a transformer) plus the occasional random cycle of an air compressor. The switch in the back of the cab turns the smoke unit on and off.
Also, I recall there's a mention not to lift the locomotive by the side skirting, they are plastic while the rest of the boiler is die cast.
Basically its lightly lube the axles on the locomotive, make sure the tender wipers are making contact with the axles, (all power is picked up on the tender, none on the locomotive.) Plug in the tender harness (I don't recall if it matters which end is up, outside pins power the motor and headlight, inside pins the smoke unit) and a little some fluid through the stack and it's ready to go.
Rusty