If you look at the install instructions of those 6-pin decoders, they tell you to connect the other end of the headlights to either of the rail pickups. Since the DCC power flips polarity many times a second, half the time, either of the rails will be positive with reference to the decoder. That will light up the headlights, but with about half of the expected intensity. This method was used for quite some time (and some models with 6-pin connectors still do that. But depending which rail pickup the bulbs are attached to, this might not work in DC mode.
But model manufacturers also started to provide the "blue" positve voltage on their circuit boards which accept a 6-pin decoder. Basically it is a positive half of a bridge rectifier (2 diodes). You can make such circuit yourself.
You can even purchase a 3-lead SMD device which already contains 2 diodes with both cathodes internally connected.
But in this specific case, if you are willing to strip some of the decoders shrink-wrap sleeve, there is a "blue" pad on that decoder (since the wired-in version of this decoder does include the blue wire).
Here is a photo of a DZ126 (or DZ125 since they use the same PC board). If you look at the blue wire, that is where the "blue pad" is on that decoder.
