The third eye comes from a gland in the brain known as the pineal gland. The function of this gland was completely unknown until late 50s/early 60s when they discovered that it produced a chemical called melatonin. It happens that the gland is shaped like an eye and lies between the hemispheres of the brain in such a way to be between back to your actual eyes. Its position as an eye is reminiscent of certain eastern concepts, the most obvious being the Indian tradition of the dot on the forehead indicating the third eye.
Up till the point where its function was discovered, occultists claimed that the gland was an eye into the spirit world, and scientists believed the gland to be a "vestigal remnant" which is an organ which has lost its function in modern society.
Although several other old religions have used the concept of the third eye, its very likely they had examined a dead body and discovered the pineal gland and mistook it for an eye inside the head.
In the 50s/60s, the purpose of the gland was discovered. It is what you might call the biological clock. It produces chemicals to regulate sleep cycles. When this was discovered, the occultists switched the concept of third eye to a more mystical spiritual concept. However, no one has actually been able to demonstrate that any third eye actually exists.
Nobody has been able to show any knowledge of the future. The most famous person to try is Nostradamus. However, you will notice that despite hundreds of poems, his predictions are all very vague and subject to a wide degree of interpretation. Nobody knows if his predictions have come true, but every time a major event happens, someone finds a vague quatrain that might match up with it.
So, I am sorry to say, but it seems that no one can see the future.
Where did you go to school? You cannot learn of which does not exist. What you have asked is akin to asking "How do I catch a ride with Santa in his sleigh on Christmas Eve this year, I think it would be fun?"
Tuning into your inner abilities is quite natural and you can do it. First you have to be open and accepting to yourself and your abilities. It is a very good Idea to meditate and become more in tune with yourself and to be able to focus better. You will notice a change over time after meditating. It is an awakening experience to say the least. Also keeping a healthy diet can also enhance your focus and well being over all. Just being in touch as a human can put you more in touch with your abilities. We all have natural abilities .Some more than others but we can all access them in our own ways. Good luck.
Tim M. brought up some good points - meditation and a proper diet will help a lot.
Specifically work on meditations that align, and or open and close your chakras. If you already are good at meditation you can do this on your own, however there are lots of CDs out there that have guided meditations specifically on chakra balancing. My personal favourite is The Inner Alchemy Series Chakra Balancing. Its direct, easy to listen to and not too long (about a half hour with extended quiet music if you wanted it) You can find CDs like this online or at any metaphysical store.
Next I would recommend keeping a dream book. Keep it by your bed so when you wake up you can write down your dreams before you forget them as well as your thoughts and feelings on each dream. For example, did it feel different then other dreams, what stood out the most to you, emotions connected to the dream etc. Then later you can go back through the book and see if the premonitions/visions came true or not.
Most importantly be patient with yourself. This kind of stuff doesn't generally happen overnight, its a skill that can take years to develop.