Air pressure above a certain point releases the brakes.
The engineer pumps up the train brake line to release the brakes and fill the small reservoirs on each car. Then when he "sets some air" by blowing down the pressure on the brake line, the three-way valve on the car channels air pressure from the reservoir to the wheel brake cylinders. The more he sets in one application, the higher the pressure applied to the wheel brakes.
Breaking the airline or putting the brake system into "emergency" applies the full reservoir pressure to the wheel brakes.
Now a clever listener might ask "Then how can the engineer start a train that's stopped on a grade?"