Steel wheels on steel rails provide sufficient traction (grip) in normal circumstances. When the braking applied to driving axles exceeds the traction capacity, the wheels lose grip and begin to slide.
Wheel slide is more prevalent where the tracks are slippery (snow, dust, wet leaves, etc) or the braking axles are not universally connected and retard uniformly.
Sand may be used to increase the traction between wheel and rail and some locomotives have detection systems to deal with wheel slide.