Yes, the servo will hold the Axis when powered, if it didn't then it wouldn't be much use to you.
The most common way to operate the brake is to simply activate the brake when the Servo drive powers up, usually this is done using a timer relay, so the brake is released a few seconds after the motor energizes. If you activate the brake at the same time as the drive's power up there can be a slight delay before the Motor takes hold and this can cause the axis to drop slightly which in some cases is enough to cause a servo fault.

Without seeing how your control box is setup then can't help much with wiring but it's simple enough, just wire the timer relay so it turns on when the drives turn on, set the timer for 1s or 2s, run the 24V for brake through the Relays NO contacts and after the timer expires it contacts will close and it will release the brake. When the Drives turn off the relay will turn off and the brake will take hold again.