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3rd Gen Ram Tech2002-2008 Rams: This section is for TECHNICAL discussions only, that involve the 2002 through 2008 Rams Rams. For any non-tech discussions, please direct your attention to the "General discussion/NON-tech" sub sections.
You need to wire in a controller unless you are running surge breaks on the trailer. Either way controllers are cheap. Tekonsha has what what you need. easy install too.
You do have to add the brake controller. I bought a Tekonsha (they are a top brand in brake controllers) and a wiring harness for my truck, it plugged right in. Matter of fact, below the steering wheel to the left on the plastic should be two dimples/marks for your brake controller, was on my truck anyway. The factory wiring harness is up under the dash in that location. It took me about 20 minutes start to finish to add the controller, and the same on my neighbor's 2004 ram 2500, his truck had the dimples/marks as well.
I would definitely get a controller. Between it and the harness it should only cost you $100 - $150 and IMO are much better than surge breaks, based on my experience with both. You can buy a cheaper controller around $50 - $60 but they don't give you much for tunable control. Mine is a Tekonsha Prodigy (P/N 90185). Make sure what ever you buy doesn't have to be mounted in a level position - those suck.
When I bought my truck, I ordered it with the tow package. The pigtail for the brake controller was in the center console
And yes, the pigtail should be in the center console or glove box. BUT, if you spend the $10 to $15 bucks for a plug & play wiring harness specific to your truck and controller you won't need the pigtail. In addition, the harness will save you making the connections with solder, connectors, heat shrink, etc.