The - is a hyphen. In general, it shows a connection between two or more separate words (often adjectives, though not always) and gives them a specific meaning together. If you took one of the words away, it would change the meaning of the sentence or cause it to be meaningless.
Sometimes the hyphen is optional, but with the phrase "brother-in-law," it is not. With this type of hyphenated phrase, there's nothing you can do but memorize where to use it.