Hi Rayzr
The brakes for wagons are applied when you put loco brakes on, only time wagons have no brakes is if you release train brakes then decouple, I've been working on physics for brakes and I have some when wagons have no brakes and you need a brake van, so make sure the brake cylinders show pressure before you decouple and they won't run away if your on a slight grade

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-Aaron