“Future” can be either an adjective or a noun. When used as an adjective, it doesn’t take any article itself; it is preceded by the article of the noun it modifies:
This policy will affect the future course of action.
We do it for future generations!
Of course, the logic stays the same even after the preposition “in”, which is probably the most confusing case for non-native speakers:
When “future” is used as a noun, the situation gets a little more complicated. When “future” means “the time or the events that will come after the present”, it is always used with the definite article:
The phrase “in the future” in AmE and BrE
The phrase “in (the) future” has two meanings. When it means “at a future point in time”, it is used with the definite article:
However, when it means “from now on”, there is a divide between American English and British English. An American would still say “in the future”, as in the previous case, whereas a Brit would likely say “in future” (with no article). Thus, “from now on, please, be more careful” could be rephrased as
In the future, please, be more careful. (American English)
If you speak American English, you don’t have to care about the distinction. However, if you speak British English, using “in future” instead of “in the future” can completely change the meaning of a sentence. Compare
(Human beings will live on the Moon at some point in the future.)
(Human beings will live on the Moon from now on.)