You can add sound to a DCC locomotive in several ways, but the most common is to purchase a sound decoder. This device you install inside the locomotive allows you to play sounds through an external speaker. Many different companies make sound decoders, so it's essential to do your research and find one that will work well with your particular locomotive. Another option is to purchase a pre-installed sound system from a company like MTH or Lionel. These systems come with everything you need to get started, and they're usually straightforward to install.