Sigma 70-300mm F4-5.6 APO DG MACRO AF Zoom Lens for NIKON?

Bought a second hand lens but it came with no manual. Can you tell me where the auto-focus button is?

Autofocus should be controlled from the camera…

What camera body do you have? Entry level Nikons (these include the Nikon D40, D3000, D3100, D5000, D5100) do not have an autofocus motor in them - they rely on the lens to have a focus motor to allow autofocusing.

This may be the non-motorised version of the lens, in which case it will be manual focus only on the above bodies.

That's the problem with buying second hand non-Nikkor lenses, it's impossible to tell what compatibility it has until you get your hands on it. Autofocus is controlled by the camera body, with most Nikons they also have an motor in the body which drives the lens. However with the Nikon D40, D60, D3000, D3100, D5000, D5100 they don't have an AF motor and require a lens which has a motor built into the lens.

What it sounds like is that you have an older non-motorised lens and an entry level camera with no AF motor.