To answer some questions.  I am using the bachmann power pack that came with the set.  The set is a Santa Fe Flyer.  Red light comes on the power pack but no lights come on the engine and it does have one.

I am having trouble getting my son's train to run.  Everything is plugged in and put together.  It was working before but now it is not.  I have tried with two different engines and neither will work.  Any help is appreciated as I know nothing about fixing this issue!