As said - if it is the 'Dodge' exhaust brake it is a Jacobs exhaust brake and uses a vacumn pump that is located on the right top front of the motor as you are looking at it from the front. On my O6 (I traded to an 08 for the 5 speed transmission
) there is a vacumn hose that runs from this pump to a connector on the jacobs brake itself just after the turbo charger (on the left side of the engine). I had this hose come loose several times while I had the truck -- it was too short initially and kept pulling off from the vacumn pump. As I recall there are two wires that are run from the right side battery as well, one goes to the switch in the cab, the other goes to a 'box' that is installed near the fuses / battery on the right fender well. This controls the transmission lockup signals, etc, as I recall. You might also check and make sure that one of these hasn't come loose or been broken some how.
Best wishes on finding a quick solution -- the jacobs brake does dramatically improve your slowing and stopping power, especially when towing.