There are basically two types of e-e-brakes. There are single motor/cable systems and caliper-mounted motor systems.
1. On single motor/cable systems from autoserviceprofessional.com (Emphasis added):
As long as the car is not moving, pressing the switch runs the motor to tighten the parking brake cable. The tension will be increased to a value depending on the tilt of the vehicle (hills) based on input from the yaw rate and acceleration sensor. Once it reaches the desired clamping force, the motor stops and maintains the tension.
When the switch is pulled up for release, the motor turns in the opposite direction until the slack reaches a predetermined value. All values are orchestrated by the control module.
If the switch is pressed while the car is moving, the brakes will apply for as long as the switch is held, then will release as soon as the switch is released.
If the battery dies, the parking brake system won’t operate. To release the parking brakes manually, a special tool is included along with the jack tools. Install the correct bit on the tool, remove the plug from the spare tire well, insert the tool and turn counterclockwise to release.
If power was totally lost, or the control module or motor replaced, the electronic parking brake system will have to be re-initialized. Of course, a scan tool is required. Incidentally, the parking brake operates even if the CAN system quits.
2. On caliper mounted motor-systems from the same article:
The Volkswagen Passat is an example of a car with caliper-mounted motors that actuate the caliper pistons to move the brake pads to create clamping force. The components are designed to hold the car securely, even if the onboard electric power supply fails.
In other words, what @user1289451 says is basically right. Disconnecting the battery shouldn't totally release your brake. For security reasons, it is designed such that it should hold the vehicle even when there is no power going to it.
That being said, it's never bad to have a backup. If you're servicing a car on a hill and have to disconnect the battery, it doesn't harm to block the wheels or point them into a sidewalk or something.