Do not fight it with the throttle — a dragging brake gets hot enough to start fires and ruin drums fast. Locked brakes are usually a failed spring brake chamber, a frozen or contaminated valve, or (in winter) moisture frozen in the lines, and all of those are standard roadside repairs. A mechanic can be releasing it safely within the hour instead of you improvising with a caging bolt in traffic.
A wheel that will not release is the air system telling you it failed safe. The usual suspects: a spring brake chamber whose diaphragm let go, a relay or quick-release valve stuck or passing air, or ice — compressor moisture that made it past a tired dryer cartridge and froze in the low spot of a line. Each has a clean roadside fix; chambers and valves are stocked parts, and frozen lines respond to heat plus a dryer service so it does not recur tomorrow morning.
About caging: yes, spring brakes can be manually caged to release a failed chamber, and every driver has heard of it. Understand what it does — that wheel now has no parking brake and possibly no service brake, which is both dangerous and a violation. Caging is for moving a truck a few feet out of a live lane, not for finishing the run.
Tell dispatch which wheel, tractor or trailer, and what happened right before (long downgrade, first start on a cold morning, just hooked a new trailer). Those three facts usually narrow it to one component before the mechanic arrives.