What component is this?
Looks like a neon light.  They need a fairly high voltage to light up.  

Like, 90Volts or more.  You can use them on 110VAC with just a small series resistor.

This is an example:



This guy gives a lot of info about the ne2.



A quick look at a datasheet for the NE2 says it needs 95VAC or 135 VDC to light up.

So, you can run it on DC, but you'd need an unusual power supply to do it.