Ken, Thanks for all the good information, I will pursue the larger tender and the ESU Decoder option, Have a Merry Christmas.

Ken, I am still confused. When you say because it came with DCC, IT, meaning sound may be built into the board. Please understand that I am new to N Scale DCC , I came from the world of Lionel 50 years ago and this new tech and such a small scale can be overwhelming. So I joined this Bachmann website looking for information on a product from Bachmann that you manufacture, thinking if you want specific information go to the source. I have a NEC Pro Cab controller and running the Bachmann Alco 2 6 0  DCC several times and pressing a bunch of buttons I do not hear any bells, whistles or steam sounds. If I am not Communicating with a Bachmann Tech please give me their contact info, If this is a Bachmann technician, what specific information do I need to provide to get a specific answer as to weather my Locomotive has sound capability built into it and if so what I might try to get it to work. The other answer is what Bachmann Steam Locomotive can you suggest that has factory sound built into it that I could purchased. 

Ken, yes its a Bachmann DCC Alco 2 6 0 Loco, is their an 8 point pin connection in the tender to receive the decoder?

I have an Alco N scale loco and want to know if I can add a sound decoder and if so which one should I order?