These 3 things shouldn't be related. It's your check control letting you know what to check. It goes in order of priority to safety.
Brake linings, means you have worn brakes, front or rear or both. If the brakes are fine, it's likely a sensor. The sensor is simply a wire attatched to the brake pad. When it wears down to the rotor, the wire grounds and set off the warning. This will also happen if the wire gets cut by the wheel (from being routed wrong, or coming loose). There are two sensor, left front and right rear.
Coolant level, simply letting you know the coolant level in the radiator is low. Check it. If it's low, check for leaks. BMW's commonly need to have coolant added after time, due to evaporation from the venting system.
If it is NOT low, you probably have a bad coolant level sensor. It'll be located at the bottom of the coolant reservoir/expansion tank.
The srs light could be several things. You'd have to have the codes checked to pinpoint the source.