[michaelt]

I too was under the impression trains could not move without the brakes connected.

https://en.wikipedia.org/wiki/Railway_air_brake describes a "fail-safe" system which has been "nearly universally adopted" which might give you some details.

The diagrams are very complicated - you'd think it would just be a spring-applied brake with air disengaging it, but it seems to be a much more complex system.