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Let's consider your question from all four perspectives. Regarding development, male facial hair sprouts at puberty (sexual maturity), coincident with emergence of a suite of "adult" characteristics, such as increases in height and deepening of the voice. Regarding mechanism, appearance of facial hair, and the other signs of maturity, are attributable to the stimulatory effects of male hormones, particularly testosterone.
Regarding evolutionary history, varying amounts of facial hair occurs in all primates (our closest relatives), and its quantity and quality differ between the sexes in many species. This implies that sexual dimorphisms in facial hair have characterized our evolutionary lineage for millions of years.
What about the functions of facial hair? Clearly it is not necessary for survival or reproduction, since it does not occur in most women and it is minimal or absent among men in many populations. Such variations seem unrelated to climate or ecology.
Most likely, facial hair functions in "sexual selection," meaning attracting mates or intimidating rivals. For example, a beard's color and texture are known to influence womens' perceptions of a man's age, social status, and general vigor. A bushy beard also may make a man appear larger, cushion his face against blows in a fight, and hide scars from previous altercations.
Men in our culture routinely shave off their facial hair. Does this imply that beards are no longer attractive or protective in societies like ours? Perhaps you'll find out!
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