Hello @Aleksei Tkalich,
welcome to this moderated Azure community forum.
There is no magic button, but there is sufficient documentation for having devices connected over MQTT.
You can also check out this blog post with a C# .Net nanoFramework example.
Using the 'Step' tool, you can create client identity certificates. In this blog post, that certificate creation is explained too.
It also explains how to get the Digicert Global Root G3 certificate, needed for TLS security.
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