The speed control normally supplies power to the receiver and steering servo. You need a receiver battery for your situation. Radios typically come with a 4 cell AA battery holder, or you can buy a rechargeable receiver packs at any hobby shop. Nitro and gas powered vehicles use them for example.

4.8 to 6 Volts typically, 4 alkaline cells or 4 to 5 nimh rechargeable cells. Some people are now using 2s lipo, but not all receivers and/or servos cope well with the higher Voltage. Typically the receiver has a battery port, but they can go into any channel, just be sure to match up the position of the red/black wires.

The rechargeables come in a variety of capacities, the mAh rating, that just means how long they would last before needing recharging. You can use any size alkaline similarly, C or D size would just go longer for example.

Am curious, what is your project?