I don't have that specific engine, but I do have 20-20759-1 which has cab #99 (even though the catalog said it would have #714 - MTH did send out a correction on that shortly after the catalog was printed) - anyway, when I use the PFA button to activate Station Sounds, the engine announces it is the "Maple Leaf" and is arriving at various stations in the state of New York. So it is producing sounds that engines used in the Empire Service might use. The "running" sounds are the same as the video the Joe posted above. Not sure if the real #99 engine can operate into Grand Central Station because the real engine doesn't have the retractable shoes (and neither does the MTH version).