According to the Instruction Manual
it requires 6 AAA batteries, you will need a Phillips screwdriver to access the panel where you must replace it.
The remote controller and the engine need batteries.
• Locate the battery compartment on the back of the Engine.
• Loosen the screws in the battery compartment door with a Phillips screwdriver. Lower the battery compartment door and insert three "AAA" (LR03) alkaline batteries.
• Close the battery compartment door and tighten the screws with a Phillips screwdriver. Do not over-tighten.
• If this product begins to operate erratically, you may need to reset the electronics. Remove the batteries and replace them in the toy.