The orange module is used to load the Legacy engine's info (road name, number, steam vs. diesel, sounds, etc.) into the remote. It has nothing to do with powering the engine.
Lionel stopped including the orange modules with their Legacy engines about a year and a half ago, because all of the information in the module can be manually loaded into the remote w/o needing or using the module.
I don't have the Legacy Owner's Manual in front of me, but my recollection is the process on how to do it is around pages 56-57 ?