I recently bought a GE 45ton Switcher (way cool). What is required for maintenance, lubrication etc. There was no instructions, only an exploded parts diagram.
Your locomotive shouldn't need maintenance for the first year or so, and after that lube it a little. I'm sure others will tell you exactly what to do, but if you're not sure exactly what to do, it's much better to give it to your LHS (local hobby shop), which should be able to tell you exactly what to do, or even better yet, actually do it for you.
A poster here, goes by the name of "Hunt", gives excellent advice regarding loco maintenance.
http://www.bachmanntrains.com/home-usa/board/index.php/topic,5659.0.html
Or search his threads.