The formation of brown dwarfs (BDs), in particular the earliest phases, is a debated topic of research. Since stars and BDs evolve very rapidly during the first million years many answers to the formation mechanism must come from the study of their properties when they are deeply embedded in the natal cloud (pre- and proto-BD stage). For more than a decade our team made an effort to shed light into the different formation mechanisms of these sub-stellar objects using a multi-wavelength and a multi-technique approach, where ALMA has played a key role. In this talk I will provide an overview on these studies that involves observations from optical to centimeter wavelengths (mainly from Spitzer, VLT, Herschel, APEX, IRAM-30m, JVLA, and ALMA), and the different strategies applied to search for the best pre- and proto-BDs candidates in B213 (Taurus), Chamaeleon II, Barnard 30 (Orion) and Lupus molecular clouds. These works represent one of the best examples of the needed synergy between ALMA and other observatories to the advancement of knowledge in Astronomy.