Kevin the express absolutely does Not need the headlight connected to run. prolly not the tail light either.
If fact, if you don't have a battery, you need to disconncet the headlight. The battery acts as a kind of voltage regulator.
If you run one with out the battery and rev it high you can burn out that expensive headlight in a big hurry.
do you have a volt -ohm meter to check your battery?
6 volt test light??