Yes, you need to attach the cable. If the trailer comes loose from the tow vehicle, the cable is pulled, closing a switch that sends full battery power to the brakes.
(Also, if you look behind the wheels, you should see a wire going into each one - that'll confirm you've got electric brakes.)
1988 Coleman Sequoia - popup (1987-2007)
2012 Roo19 - hybid (2012-2015)
2016 Mini Lite 2503S - tt (2015 - ???)
2011 Traverse LT, 3.6L, FWD
2009 Silverado Ext Cab, 5.3L, 4x4, 3.73
2016 Silverado 2500HD Dbl Cab, 6.0L 4x4, 4.10