Trailering - Hey y'all, just hooked up my new trailer to my 2020 Sierra SLT and got an error that said something around the lines of having to set brakes ...

Hey y'all, just hooked up my new trailer to my 2020 Sierra SLT and got an error that said something around the lines of having to set brakes manually. I initially ignored it because I was setting other stuff up, but then realized I couldn't confirm whether the truck brakes were engaging the trailer brakes. Then when I tested the brake controller it was set to 0 and didn't apply any brakes. For some reason, I thought that the level would set automatically. It'd be great to know if there was a way to see if my truck's brakes were engaging the trailer brakes. Does anyone have any experience with this?

Additional question: Do I have to set the gain on the trailer brakes manually to get the truck brakes to engage the trailer brakes?

You have probably figured this out by now, yes you do need to adjust the gain for your particular trailer and change for every other different trailer you tow.
This is covered in the owners manual in detail.

the gain will also be different for the same trailer with different amounts of weight

Thanks y'all. I just don't know why trailer dealer said I didn't need to worry about it. Going to take the trailer out this weekend to calibrate brakes. Thanks for y'alls help.