There are multiple options for braking. The most common ones, of course, are the A9 and the SA9. These are levers in the WDM2 control stand as shown in the below image (click on it to see a larger view).
As is obvious, the train brake is for stopping the entire train, whereas the loco brake only gets applied to the loco. Applying the loco brakes with an entire train behind it, when in motion, is quite dangerous since it can cause banging and even derailment; the inertia of the coaches behind would result in their banging into the slowed-down loco causing great harm.
When the loco is started up, the brake pressure gauge should show 5 kg / sq.cm. Only then is enough pressure built up throughout the brake pipe (connected across all the coaches) to enable effective braking. The pressure is built up using a compressor. This also means that once the loco is cranked up, the pilot needs to wait until the appropriate brake pressure is built up. Further, if there is a (substantial) leak, the required pressure would fail to build up.
To brake, the pilot simply pulls the appropriate lever (train or loco) one notch at a time. As soon as that is done, the brake pressure falls down (indicated on the gauge).
There are other mechanisms as well: an emergency brake, a full-release, and one in the guard compartment too. However, according to the DLS employee, the other ones are hardly ever used as they can put the entire running train at the risk of an accident. The pilots would rather allow the loco to hit the obstacle (mostly animals, humans, etc.) than put the entire train at risk.
The "full-release" is a small "cap" connected to a vertical pipe in the WDM2 cab. When the brake pressure is built up, the cap would be quite tight and will not come off until one pulls hard at it. Just pull open the cap and a huge amount of air would get releases immediately...in a matter of 10 seconds, the entire loco would halt even if running at a speed of 70 kmph. As per the DLS employee, no one uses this braking mechanism.
The other interesting part was what the employee called the ECP (Emergency Chain Pulling). These days pulling the chain causes no action but the lighting of a small lamp on the control stand. The pilot is thus, made aware of the passenger's request to stop. However, as per rules, the pilot will halt the train only at the next station. That is the rule. The emergency chain in the coaches is thus not connected to the braking system at all!!!
That must be the reason why the train did not halt in this incident that was reported in the newspapers a few days ago. Even though the loco of the train in the incident reported would've been an electric BL (Valsad) WCAM3 or a WCAM2P, one could safely assume that the ECP mechanism is the same across these locos.
Another interesting aspect is the maintaining the pressure when the loco is stopped. As per the DLS employee, when the loco is powered off, the compressor would no longer be working and thus the air braking would not be effective. To overcome this, there is an air reservoir that stores about 130 liters of compressed air (filled up in the shed). This will allow the brake to be in place for at least an hour or two. It is therefore, always recommended to put wheel blocks in place when the train needs to halt for more time. This is done to prevent "rolling off" - a situation where the train simply moves along the rails without power (for example, when on a gradient).
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