Why is that my manager always says he want people who use their brains rather th an asking what to do, or is this correct?

Do you ask him what to do or is this correct a lot? If so perhaps this comment is aimed at you!! If not, then maybe he is just exasperated with others around him.

If the workforce is constantly being asked to tackle new work without appropriate training, then the manager will be constantly asked to give instructions or advice, and check and confirm what they are doing.

But if the work is fairly standard and appropriate training has been given, then perhaps it is laziness or habit to keep referring to the manager for confirmation.

The workforce should have the confidence to decide for themselves what to do. Or maybe he has criticised them in the past for taking the initiative and getting it wrong

A manager is right to expect appropriately trained staff to be able to work unsupervised.