The nose wheel does not normally have a brake. It acts like the wheels on a shopping trolley - if you push the tail in one direction, the wheel turns in the opposite direction.
Each main wheel has a brake, which is operated by a pedal above the tail rotor pedals. If you push on one brake pedal, the brake on that side operates, but it has no effect on the other brake.
This has the effect of turning the helicopter towards that side, and the nose wheel turns to follow it.