Most older light bars with motors will draw at least 20 amps when all the lights and motors are running. (You can verify this by taking a current reading with your ammeter, while the bar is hooked to a 12-volt car battery). Just take a look at the size of the wires in the harness to understand the amount of amperage needed. In fact, the total draw might even be more like 40 Amps. What is the size of the fuse that came with the control box for the light bar? I suspect that it's in the 30 to 40 range.
So, using the formula Watts = Volts X Amps, a 12 volt light bar using 20 amps will require a 240 Watt supply. Since an entire ZW is barely capable of providing that much power, now you know what's going to happen (or not happen) when you try to use a train transformer.
I would suggest looking for a D-C battery eliminator supply, or making one yourself (much more satisfying) using a substantial 12 Volt A-C transformer (landscape lighting transformers are ideal for this) and rectifying the output with a 50-Amp full wave bridge, which can be bought at Radio Shack or on-line.