This paper describes the operation of the Coherent CAPTAIN-Mills (CCM) detector located in the Lujan Neutron Science Center at Los Alamos National Laboratory. CCM is a 10-ton liquid argon (LAr) detector located 20 meters from a high flux neutron/neutrino source and is designed to search for sterile neutrinos and light dark matter. An engineering run was performed in Fall 2019 to study the characteristics of the CCM120 detector by searching for signals consistent with sterile neutrinos and light dark matter resulting from $pi^+$ and $pi^0$ decays in the tungsten target. New parameter space in a leptophobic dark matter model was excluded for dark matter masses between $sim2.5$ and 60 MeV. The lessons learned from this run have guided the development and construction of the new CCM200 detector that will begin operations in 2021 and significantly improve on these searches.