OK, something strange here.
You state you bought the Piko remote - which is really a DC track power unit with a remote for speed.... I should have looked the model up, I assumed you had some kind of remote control for the loco, but your remote controls the track. My mistake for not looking carefully.
So you you have not opened the loco.
So the loco is running on DC track power. There are enough amps to power the motors and smoke units.
The loco was not normally sold with sound, so unless it was advertised as having sound it won't have it. (you do not indicate if you bought new or used)
The types of smoke units can really only be determined by opening the loco, see here for disassembly instructions:
Greg Elmassian web site on large scale trains and garden railroads, cigars, and computers
elmassian.com
Also on that page you will see a picture of the later model fan-driven smoke units.
The early smoke units have no fan and will take significantly less fluid, note: can be overfilled easily.
As was posted earlier, if you switch the motor off, and switch the smoke on, AND you have the newer units AND they are working, you might be able to hear the fans, but not all people hear them.
My recommendation is to pull the loco apart. Be SURE to get a long slim Philips that fits the screws tightly, MANY people strip the screw heads with an ill-fitting driver... you have been warned, heed it.
Greg