Kato's Metra Commuter Car

Hi

I just received my first commuter car by Kato in the RTA scheme (red and white). It says that it has directional LEDs on the cab commuter car. It has a screw underneath the car which is very small and you have to turn it clockwise into the on position. I have did this but the lights still do not operate. Is there something that I’'m forgetting to do. Does it have to be connected to another car or the engine for the lights to operate. I thought that if the power to the rails is on it would automatically turn on once I put it on the tracks.