I have a 2003 Saturn Vue with Manual Transmission that I pull four down. I'm not sure about the auto transmissions. Obviously, when I tow four down, the steering column must be unlocked. I physically removed the locking paw in the column so mine is always unlocked.
When I tow on a dolly, locking the column depends on the dolly type. When I had my old dolly, the pan that the front wheels were tied to actually swivel a little, so I would lock the column. On my Acme, it doesn't have a pivot pan, so I MUST leave the steering column unlocked.
As for brakes, I tow without brakes on my Saturn Vue.
My Acme dolly has surge brakes.
IMPORTANT- Before you get to much invested in the Saturn Vue, I'd recommend looking at the front engine cradle mounts, especially if the vehicle has lived its life in winter weather where salt is used on the roads. I just repaired mine. you can see photos and a writeup on my blog site:
TOAD – 2003 Saturn Vue – 1999 Southwind 35S
Sadly this is a car killer. the vehicle could be in excellent condition, but if these mounts are gone, this presents a huge safety risk. A visual inspection is a starting point. If there are ANY signs of flaking rust, use a screwdriver and poke around. Panic if the screwdriver goes completely through the frame mount point.