You may need to buy a Cox Starter Kit, it come with everything you need to start the engine like battery, battery clip and fuel. It cost about $10 at www.towerhobbies.com or most hobby stores.
After you use up all of the fuel, it is cheaper to buy fuel by the gal at around $12/gal rather that $7/pint for Cox. Use any fuel that at least a 50% Castor/Synthetic blend with at least 18% total oil and 10 to 25% NitroMethane. 15% is good enough for most .049 engines.
If you don't have a starter kit, you can make your own batter by connect 3 or 4 D cell in parallel (all the + together) You can use 2 wire and alligator type plug on each end of the wire. Connect one wire to the top of the head and the other to any part of the engine.
Jason Tajima uses a little squeeze bottle to prime to engine. Just squirt 2 drops into the exhaust port of the engine.
It is important that you attach the battery after you prime the engine. Priming with the battery on can cause the fuel to ignite into a fire.
Fill the tank from the top until the overflow comes out.
Close the needle valve all the way (clockwise) and turn the needle valve open (counterclockwise) 3 1/2 turns out.
Prime the engine cylinder with 2 drops of fuel, then connect the battery to the glow head.
Wind the start spring 1 turn and release, if you hear a pop, try again.
If you don't hear a pop, check the battery connection. If you hear sizzling, you have too much fuel in the cylinder, and you need to blow into the cylinder port a few time to clear it. Wind it up again.
If it runs for a shot time, every time you wind it, it make not be getting enough fuel. Open the needle-valve another 1/2 turn and prime it again. Try start it until it starts.
Once the engine has started, you can close the needle-valve (Clockwise) to increase the speed of the engine. You will hear a higher pitch sound as you do this. Don't over lean the engine. Once it reaches its maximum speed, back out the needle-valve a click or two.
If it is a new engine you will need to follow the "break-in" procedure for the engine. Basically, you will need to run it slow at the beginning by opening the needle valve while the engine is running. This known as a "Rich" setting. For Cox engines, let it run at this "Rich" setting for 2 or 3 tank full. It is important to leave the battery connected while you are running it "Rich".
After you have run the engine at this slow setting, close the needle valve a little by turning it Clockwise. This is called "Leaning it out" and the engine will may a higher pitch sound as it goes faster. Don't go to far, or it will be too lean and the engine will not get enough lubrication during its run.