In the film Frequency, I can't understand how he can come from the past and shoot a bullet at the villain in the present.
I think you've misunderstood the scene.
In 1969, we have
- Frank-1969 (the father)
- Jack-1969 (the killer)
In 1999, we have
- John-1999 (the son)
- Jack-1999 (the killer)
In the movie, both versions of Jack attack the Sullivan home at roughly the same time. In the ensuing struggle, just as Jack-1999 is about to shoot John-1999, Frank-1969 shoots the hand off of Jack-1969.
At this point, the movie has clearly demonstrated the events of 1969 being able to affect the current state of 1999. Since Jack-1969 has now lost the hand he was holding his gun in, Jack-1999 now also loses his hand - and it shrivels up (technically, he hasn't had it in 30 years now). At this point, it is revealed that Frank-1999 is still alive, as he shoots Jack-1999.
There's a little "suspension of disbelief" going on, but in the past, Jack Shepard (the villain) is shot in the hand by the father and then leaves the house. In the present, Jack Shepard returns to the house and attacks the son. Jack's hand shrivels up and disappears to reflect the fact that it was shot off by the father (a little artistic license, IMO). Jack is then shot and killed by the father, since he is now alive and well thanks to the son telling him how and when he was supposed to die.