The problem turned out to be a broken wire going to the chuff sensor. Thanks to everyone for their help. This was a great first experience!

Thank you so much for all of the useful information. It is very much appreciated.

Thank you so much for the help. It is the chuff sensor. Would you be able to tell me where this part is located and what would be required  to change it? I don't have any manuals to look at. Also would this part be available for purchase at a hobby shop or would it have to be ordered from Bachmann? I appreciate all of your help. Thanks again!

Thanks for the suggestion. We have rechecked both the volume knob and the plug and they both seem to be correct place.

I have just purchased a used Summit Pass train set. It does not have the manual or DVd instructions. I am not able to get any sound from it. I have placed in a new 9 volt battery with no luck. Any suggestions?