If our brain command our body with electrical pulsions, why can't we train it to release more powerful shocks?

The brain doesn't release electricity per se. Cells in the brain release chemicals that come in contact with receptors on nearby other cells. When this happen, there is a change in the movement of electrically charged particles called ions (like sodium, potium, magnesium, calcium) in or out of the cell. This very mild exchange of electrically charged ions can cause that brain cell to release a chemical that can affect another nearby cell, and so on While this is definitely electrical in nature, electrical "pulses" do not happen. Ever. We can measure minute changes in electrical activity in the brain with instruments but changing the electrical output, if you will, would cause havoc in the brain, seizures and not so good functioning.