If the EV Charger connector ("gun") is locked into the vehicle's charging port, first thing to do is to check the user's manual for your vehicle. Many cars need to be unlocked (with the key fob or similar) to allow the charger to be released or may have other vehicle settings preventing the connector from being released from the vehicle port.
There are no settings related to that in the Emporia Energy app or from the EV Charger.
All electric vehicles manufactured after 2002 are also required to have a connector release mechanism located nearby the connector port (sometimes inside the trunk compartment) that unlatches the connector mechanism. If you cannot find a way to release the charger from the vehicle's charging port using the key fob, you might want to take a look at your vehicle's users manual and check this option.
One final step would be to double check that the connector latch (trigger) is not broken. If broken (and latch is unable to release the connector), then its possible to remove the connector latch from the connector itself to also remove it from the vehicle. In this situation you'll want to ensure there is no power provided to the EV Charger (should be turned off at the breaker to ensure safety) before attempting a release of the connector latch. Removing this screw requires a t-10 (Torx) screwdriver as shown in the picture below (arrow #3):