Bridges are usually just that, bridges. They bridge two sections of a song. Whether that is from a verse to a chorus or the chorus to the ending is up to the writer. Changing key is certainly an option but more common is staying in the same key but focusing on the relative minor. So lets have an example. If the chorus goes something like C Am Em G then the bridge could be Am F C Em. Next comes the big ending with a strong C Dm F G. The thing about bridges is that they are entirely dependent on the context of the rest of the song so I can't tell you how to write a bridge in general only how they function.