This is a difficult passage to interpret precisely. Nephi certainly invokes the prophecies of the destruction of Jerusalem, and uses those as a connection between his previous statement of his concern for Jerusalem and the phrases which follow. The question is how the ending phrases of the passage relate to the beginning.
Nephi states that the prophets of old have prophesied "of them" and the referent for that is clearly the previous statement concerning Jerusalem. He next notes that the prophets "did show unto many concerning us." Nephi is certain that his people are foretold in prophecy. He does not mention any prophet specifically, but it is almost certain to have been at least Zenos, as Zenos' phrase "isles of the sea" Nephi assumes to mean his people (see the discussion of "Isles of the sea" at the end of this chapter). His last phrase is "it must needs be that we know concerning them...." In the context of prophecy, it appears that Nephi is saying that because the prophecies of his people are written on the brass plates, that his people should know concerning their future just as those at Jerusalem knew of their (had they listened to the prophets). This analysis of the meaning of Nephi's words continue to support the possibility that he refers to at least Zenos, as the record of Zenos is on the brass plates where Nephi indicates they will find these important prophecies.