They should with a good lube job and traction tires. Those SDs were some of Lionel's early attempts at 'scale' modern diesels and they did an admirable job with them. Still too short for true scale, they look pretty decent and most had great graphics. The first one I believe was the handsome blue/yellow Santa Fe but it had a single motor. Still a good smooth runner albeit with limited pulling power.
For a better model from the same era I would suggest looking for Weaver's twin motored SD40's that had strong can motors with flywheels and electronic E units/horns. They were more true to scale and great runners. Can usually be found for well under $150.