Märklin Mobile Station 2 as command station.

None of the locos have pre-install decoders. There are a few that will do them, for a fee and several weeks to complete.

Essentially they are 'drop-in' but each of the product manufactures (4) don't have the same slide in 'notch'.
Digitrax and TCS made decoders with standard PC board thickness, which is slightly too thin. So they ship with excess solder where the contact is made in the notch. You must scrape most all of it (leave some) so you can force it in. You'll learn easy.

All* of the AZL Locomotives use a drop-in, except:
*the 1st of the Diesels (4 digit part number)
*RDC's
*SW1500 & RSD which use m1.2 screws (recycle from the light/motor board.

For the Ms2, you must make sure that the output voltage 12 volts (ideally 10) to protect the tiny motors (mostly from Stalls or longer, heavy trains. The insulation can withstand the quite high transient voltages of DC and DCC but a coreless motor can get hot with heavy loading (not typical). We all run DCC at home and shows with ~12 volts (wall-wart voltage).

Since the Ms2 has it's own Power Supply for that higher 18 volts, you must reduce at the output of the Ms2, going to the track. You can buy a commercial Digitrax UP6Z (https://www.digitrax.com/products/universal-panel-ir-radio-receivers/up6z/)