I give my locos a brief test run to make sure they don't need warranty work then lube and grease everything.
Typically there is little oil from the factory likely to prevent a mess in the box.
Also, I've seldom seen enough grease in gearboxes and its often stuck in a glob on the side of the gearbox and not on the gears. Mth recommends .5-1.0 ml of grease into the gearbox. I find this is a good guide as to the amount for any brand.
Steamers are easy through the grease screw hole. Diesels are more difficult as they require some disassembly of the truck. How this is done,depends on the model.
A baby medicine syringe works well for this. There are also hobby/craft syringes that cab be found online.