Electric Brake Control?

Just bought a 97 F-350 looks like the old owner used to tow a fith wheel has a RV trailer plug everything seems to work except when I press on the break pedal no light come on the brake control box check the plug in back with break pedal down no power there is power to the brake taillights.Someone was telling me that the trailer needs to be hooked up before the light will work on the brake control box would like to know if this is true or do I have a bad brake control box and can I tow the trailer home with out the trailer breaks if I take my time