BRG means Bearing. Bearing is the compass direction from you to the next Navigation-Point in the flightplan.
When it comes to navigation in aviation you will come arcoss different such terms.
For exaple:
HDG (Heading) - The compass direction the nose of the aircraft is pointing to.
For exapl; ATC tells you to “turn right Heading (HDG) 280”.
So you can turn on the Heading Bug (the blue marking in your compass, in your picture) to 280 degrees and thats the direction you have to fly. either manually or you can activate HDG in the Autopilot and your plane will fly a straight line holding 280 degrees heading.
There is way more to navigation, its a pretty complex topic. but i guess most flightsimmer these days will not go trough a manual flightplan that also considers winds etc, usually they use a software for flightplanning like the integrated flightplanner in MSFS and your Autopilot and GPS will take care of all that.
But a basic understanding will help of course. 