Thank you so much for the prompt reply.  The seller has agreed to a return and refund.  I am still interested in sound, despite this unfortunate experience, but my price point is far less than the list price that I see direct from Bachmann.  Can you explain to me how some sellers can offer new product such as the 4-6-0 with sound for under $160? 

Dear Hunt;

I followed your advice.  Removed tender from the Locomotive and plugged it back in (carefully as you instructed) and placed on track and powered it up.  The headlamp flashed eleven (11) times, stopped then repeated eleven times.  The poor Loco will not move for the DC or DCC controller.  I have until Dec 29 to return for a refund from the supplier.  Your advice is welcome.

Thank you, I will do this and get back to you.

I am a novice to DCC.  I have had Bachmann 2-6-0 Analog set for many years.  I bring out at Christmas.  I now have wonderful granddaughter who loves to see the train go!  I finally made the decision to try a Loco with sound so I ordered a 4-6-0 and a DCC EZ Command Controller from a regular seller on EBay.  Everything arrived as advertised.  All new equipment.  I plugged the tender into  the Loco.  Hooked up the EZ Command per the included instructions (I use EZ track) and all the loco and tender do is flash lights (no matter which of the 10 function buttons is used).  I tried it using the old DC controller with the same result, except that one time when I reversed the direction slide button the engine came to life "in reverse only" for about 5 seconds then stopped and returned to the blinking lights.  It was quite a tease since for the short time it operated in reverse I could hear sounds of the whistle and chuffing.  Could there be a defect?  Right now I have an expensive paper weight and a DCC controller with nothing to control!