We really, really like pictures on this forum.
Please, do post some photos (or link to them) of your engine so that we can see exactly what type, brand, year, quality of engine you have, so that we know exactly what we're dealing with. A video on Youtube could help too.
No model railroad locomotive that I know of has a switch that locks the wheels. However, most model railroad locomotives do not have free-turning wheels. In other words, the motor has to turn them, and it's very hard/impossible to turn them by hand.
That being said, if your Dad said that it worked fine, it probably does. If it's been sitting for a couple years, either on a shelf or in a box, it'll need everything cleaned and lubed. All electrical contacts (wires, rails, locomotive drive wheels, maybe even the motor's commutator) will have to be cleaned. Moving parts, bearings, etc. could probably benefit from having some Labelle 107 (make sure that it is plastic compatible!) oil applied.
Remember, despite new technology, model trains are not a "plug and play" item. They need basic maintenance, and that basic maintenance will keep them running for a long time. In the end, it's all worth it to see the kids' faces light up.