The manual also says (p. 18) that the interior lights are replaceable and to check the power wires to the trucks in case they have worked loose. The "contact Lionel" advice on the previous page is just general wording.
Otherwise if you look at the Lionel replacement parts diagram, you will see that there are two incandescent bulbs/fittings inside the car attached to a PCB. The main parts are are numbered 1 and 17-19:
You'd have to take the body shell off to get at these and it looks like it's held on by 5 screws.