There's a possibility that we may not have that locomotive in order to check out the issue.
Is there no sound while driving?
Is there no sound while idling in a yard or on a siding?
If while driving, then that's a problem. The other could be the loco has a start up and shutdown feature. To check for that, press CTRL-right mouse-button at the same time on the loco while in driver. There will be startup and shutdown options available.
Welcome to the forums, by the way.