Thanks Tom. Now I see where it goes. Don't know why it couldn't be shown on the parts diagram.
I installed a decoder in mine but it's the old Atlas (Lenz) system that I had gotten for free so there's no sound. I also have the Shay with the Tsunami board and it runs and sound great.
Gary

My 2-6-0 came with an extra part in a plastic bag. It looks like piping or a railing but I can't figure out where it goes. It's not shown on the parts drawing.