This is a rush transcript from "Your World," December 19, 2016. This copy may not be in its final form and may be updated.

NEIL CAVUTO, HOST: Scott Brown with me right now, well aware, of course, as the former Massachusetts senator is, that Germany did take in a record number of refugees from Syria and elsewhere.

That migration wave, whether it was voluntary or not, has been a bane of existence for many in Germany, kind of very unpopular, very, very risky, didn't like many of the settlers moving in their area.

Ironically, Berlin was not among those areas. Nevertheless, that is probably going to be closely scrutinized.

The senator with me right now.

What do you think, Senator?

SCOTT BROWN, R-FORMER SENATOR: Well, I think that Germany, the very fabric of Germany that we grew up has changed dramatically as a result of the refugees coming in.

And there is an attack, Neil, on good and civilized people, democracies, just people who want freedom and the ability to live their lives free of terror. So there is that attack coming and we need to be vigilant and diligent.

And certainly I know your thoughts and my thoughts and everybody in America's thoughts go out to the good people of Germany. But make no mistake. There's a war. And it's going be a long and drawn-out war. And we have to really join forces with all people of good will who want to fight terror, whether they be the Russians, whether they be -- you name it.  We have to go and stop it.

CAVUTO: If you think about it, Germany has -- I'm not saying been terror- proof, but has not seen anything approaching the magnitude of what has happened in Brussels or Nice or Paris, or elsewhere, largely because they're considered to be very vigilant against this sort of stuff.

Something slipped through. Something happened. We don't know the exact order of events, whether this driver picked up speed as he was going onto a blockaded street and then moved on to the sidewalk. But they weren't ready for that. What do you make of that?

BROWN: Well, if I'm not mistaken, it's probably, what, 9:15 on a Monday night.

(CROSSTALK)

CAVUTO: And 10:15 there. They don't -- go ahead, at that time when the attack happened, yes.

BROWN: Right.

So, that being said, it wasn't a crowded Saturday -- Friday, Saturday, Sunday. What that tells me is maybe their guard was let down somewhat.  But as was referenced earlier in your show, Neil, if somebody wants to do this, they are going to find a way to hit the softest of soft targets and hit the most vulnerable, because that's what they're trying to do is to disrupt our way of life, make us not do those things.

And the only thing we can do is continually to go out and continuing to go to those parties and continuing to go to those areas to make sure that they don't change the way of life that we have come to know and love.

CAVUTO: Do you ever get a sense, though, that somehow the warnings that the State Department issues -- and I take nothing of the State Department issuing them -- but we don't hear about them?

For some reason, Americans were left unawares that this warning was out there. And I'm wondering if there's a better way of communicating that to anyone and everyone.

BROWN: Yes, I think there is, Neil.

And the way we use social media today, anyone who is traveling overseas, there should be an automatic way to set up on Twitter or Facebook to get those instantaneous type of alerts that we get every day when there's a tornado or a hurricane or some type of weather alert coming.

There's no reason why, when I'm traveling in Germany, that I can't be tied into the State Department Web site somehow. And then they say, by the way, don't go downtown Berlin because -- in the Christmas areas, because we're expecting a problem. It makes sense that we should be able to that at this day and age.

CAVUTO: All right, Senator, thank you very, very much.

BROWN: All right, Neil.

CAVUTO: I know we were booked originally to talk about other things. And thank you for your indulgence of all this breaking news.

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