PS-2 with out volume control??

You can add a 10k potentiometer to allow volume control when operating conventionally.  The MTH website has a downloadable pdf version of the Proto2 conversion instruction booklets in which there are clear directions about which wires go to the three connections of the volume potentiometer.  If this loco is a non-MTH product, you will also have to create a mount for the pot and drill access and mounting holes.

The volume pot is not necessary when operating with DCS and is by passed by the electronics. 

Thank you Pat.  These are all MTH 2-r or converted 3-r engines in conventional use w/Z controls.

If you don't have room for a pot, you can use to 5000 ohm resistors, connecting the wire that goes to center of pot to the connection between the resistors.  This gives a decent but non-adjustable volume when operating conventionally.  When operating under DCS, the pot doesn't have any effect--volume control done through the remote.