Ideally, all decay should be treated before your braces are fitted. However, a new cavity may develop during treatment, or one may be found in a place that was not accessible before – for example, where two teeth touch.
Cavities can be treated during orthodontic treatment with braces too, but the bracket or the archwire may need to be removed to give access. Once the dentist has finished, the orthodontist puts the bracket and archwire back.
Removing and refitting brackets and archwires is the orthodontist's job, not the dentist's – in many cases, dentists will not make any changes to orthodontic appliances.
This answer is for general information. Your own case needs an examination by an orthodontist.