I have never done an event like this, but I have to admit it sounds SO COOL!
Good luck!
My guess is that like any other multi-sport event, the best advice is to practice EACH discipline, and then to also practice the disciplines together. (The BRICK!)
There are a couple of "alternative" multisport events in our area (Seattle) and I love it when I catch one of the teams or participants out on a training ride/run/paddle/swim/ski/whatever... I remember last year I was riding my bike and I caught up to a group of 4 riders with inflatable kayaks on their backs... they were in the middle of a bike/paddle/run BRICK training event... and to think they had to inflate their own boats!!?!%$#! That's guts!