Brick doesn't appear to be from the future, but is a character who (like Brian Fantana, Champ Kind and Veronica Corningstone) is able to use direct address to the audience, as such breaking the fourth wall.
This can be evidence withing the first film, where the characters introduce themselves to camera; although Corningstone only uses direct address in voiceover, and then only once.
This is supposed to be inferred as a cinematic technique rather than something actually occuring within the film, in what is known as an 'extradiegetic element'.
Anchorman's natural playfulness with form and content means it is able to very humoursously play with the conventions of cinema, and largely abandon concerns towards continutity: Hence Brick's acquisition of a 'Lazer Gun' amongst other preposterously implausible plot developments.
They are playing with form deliberately to find humour, its not supposed to be a sub-plot or additional element.
That being said, Brick is also the only character who is able to reveal his foreknowledge of the future in the first Movie, during his introduction:
I'm Brick Tamland. People seem to like me because I am polite and I am
rarely late. I like to eat ice cream and I really enjoy a nice pair of
slacks. Years later, a doctor will tell me that I have an I.Q. of
48 and am what some people call mentally retarded.
It's possible to infer from that this Brick is capable of precogniction, but its much more likely that this is just a technique employed for humour and not deliberate sub plot.
After all: it's funny that we don't know (and neither does he!) where Brick got his 'Future-Gun'; If it was an established subplot that he was a time traveller, this wouldn't work as a joke.