A seized brake caliper drags, overheats a wheel, and pulls the car - see sticking caliper symptoms. Sometimes you can free it; sometimes it needs replacing. Here is how to diagnose and unstick a caliper, and when to give up on it.
First, find what is stuck
Two things seize: the slide pins (the caliper cannot float) or the piston (it cannot retract) - see caliper won't retract. Frozen slide pins are the cheaper, more common problem. Pull the caliper and check whether the pins move freely and whether the piston can be compressed.
Freeing seized slide pins
Remove the pins, clean off old dried grease and rust with a wire brush and brake cleaner, and check for pitting. If they clean up smooth, re-grease with high-temp brake grease and reinstall - the caliper floats again. Badly pitted pins or corroded bores should be replaced with a new hardware/pin kit.
Freeing a stuck piston
A piston that will not retract is harder. Sometimes opening the bleeder relieves trapped hydraulic pressure and lets it move (a collapsed hose can also trap pressure - see brake hose replacement). If the piston is rust-seized in its bore, it usually will not come free reliably - that means a rebuild or replacement, see rebuild vs replace.
When to replace instead
Free slide pins and cheap fixes are worth trying; a rust-seized piston, torn boot, or leaking caliper means replace it - a safety part is not worth gambling on. After freeing or replacing, bleed the brakes and fit fresh pads and hardware.