My brother has bronchopneumonia. Should I be worried about this?

Yes. Usually cured by antibiotics but can be very serious.
About you or him? Depends on the cause of bronchopneumonia. If it is viral there is a fair possibility it could be transmitted to you. If bacterial, this could be quite severe for your brother. Discuss this with your parents, or with your family doctor. They know more than I do about what is going on and can better advise you. Good luck.