Hi gingernuts
This is unfortunate, but like all things electronic at times it can go wrong, though most DCC is fairly bullet proof!
Do try a few things first before returning it though.....
Assuming all your other DCC fitted locos work correctly as you say they do, then this should prove the DCC console and rail connections etc are all correct. But do ensure the rails are spotlessly clean - use a track rubber to burnish them. The loco, as its brand new shouldn't have dirty wheels as yet. But well worth cleaning any others, as they will spread wheel/rail muck around. Use a fibre pencil or powered scraper and brush set - Peco PL40 for example to thoroughly clean all the wheels.
Do you know what the locos address number is? Factory set its 3, but you can alter this to anything from 1 to 9. I would recommend once its been proved to work on 3 changing it to something else.
Next, with that loco only on the rails can you switch the head/rear lights on/off with Function 'F10' on the EZ command? Yes? At least you have the correct address entered. No? recheck the loco address and retry 'F10' again. If you can get the lights to turn on/off you will know what the locos address is set to and its responding to that address.
Now try moving it a little forward and backwards - There may a delay in it starting to move and then it moves slowly and slowly increases in speed as it travels further. This is the factory pre-set inertia (acceleration and deceleration rates). ALSO does it swap around the headlight/rear lights with any change of direction being entered?
If so and with the loco stationary, now operate Function 'F1'. This is the 'sounds on/off' control. The loco should take a few seconds to go through the start up sequence and afterwards the engine sound should be at tick-over with the loco stationary. Once its ticking over, try some forward movement.
NOTE 1: Often at tick-over it wont move immediately. Initially there is a hiss of the air brakes being taken off, followed by a short engine rev up, only then will the loco move off - this can take a several seconds! Then at slow speed it will revert back to a tick over again.
NOTE 2: To obtain any engine revs the loco has to travel a fair distance and at moderate speed.
Operating Function 'F5' should after a delay of anywhere of up to some 7 seconds will increase the engine revs sound to the next level up (F6 brings the revs down to tick over), its called "Notching". Assuming these functions have been provided on the sound decoder?
Horns both single and double tones are normally operated via Function buttons 'F2' and 'F3'.
You can while the loco is running around the layout turn off the sound by operating the 'F1' button and similarly turn on again them to the same level by 'F1' again if the loco is still moving at the same speed.
Note: You cannot with the EZ Command alter any factory set CVs other than the address number (Between 1 and 9) and normal direction of travel.
If all the above fails then it will have to be returned.
So I will return it, and try again.