The maxima is front-wheel drive, so it doesn't matter if the tranny is an auto or a stick, and there will be no need to disconnect anything.
Most U-haul trailers have surge brakes on them. (I say most because I am not sure if the car dolly does or not, having never used one personally)
Phantom is right. If the Maxima is able to move under it's own power, drive both it and your truck and dolly to a big open parking lot, and get used to how it handles and stops before heading out onto the roads where you may encounter other motorists.
Make sure you ratchet strap the front wheels to the dolly really well and check the straps a few times once you are on the road particularly after the first 20 miles or so since that is when the most of the stretching will take place.
Leave the car in neutral once it is strapped down so that you are not putting the strain on the transmission once it is rocking back and forth after you are underway. (This is another reason to make sure that the straps are secure and done correctly)
Even if the dolly has surge brakes, you are going to have noticably increased stopping distance, so be aware of that, as well as being aware that you have another 20 feet or so behind your tailgate when you are turning or changing lanes.
Last piece of advice be extra aware of other drivers as they do not know or care that it will take you longer to stop and they will likely do plenty of stupid shit in front of and around you on this trip.
Enjoy the trip and keep the rubber side down.