I'll attempt to clarify here, though with so many people clouding things already...
I had a Sega Genesis (first model), and a Sega CD (second model) for MANY years. These units worked great together, though they required an "extension" be attached that was included in the Sega CD box, as the first model of Sega Genesis is longer than the Sega CD's base allowed.
BOTH the Sega Genesis AND the Sega CD REQUIRE their own AC Adapter. Simply put, the Sega CD will NOT FUNCTION without it's own, seperate power supply.
The only way to play Sega CD games with a single AC Adapter would be to purchase a Sega CDX. These obviously are "all-in-one" style units that are MUCH smaller than the old consoles, and after trading for one... I got rid of my old Sega "combo".
I think you'll find there is a decent chance that unit will work if you get an AC Adapter for it. But there ALSO should be an audio cable that connects the Sega Genesis to the Sega CD, and without that... you won't get any sound through your speakers, TV, etc. Pretty important in Sewer Shark, and while you could play "Rage In The Cage" without sound... I certainly wouldn't want to.
Best of luck!