Hello @Treesa George ,
While IoT Hub is not a fully featured MQTT Broker, you can use any standard MQTT 3.1 client to publish messages to IoT Hub specific and pre-defined topics as well as subscribe to receive messages (commands) for the device.
The following chapter on MQTT support in the IoT Hub documentation describes several ways of how to connect a device with MQTT as well as the available topics for bi-directional communication.
To consume messages sent from a device to the cloud, your backend service needs to support AMQP to consume messages from the built-in endpoint as described in the docs. You can either use one of the SDKs or product integrations, e.g., Azure Functions, Azure Stream Analytics.
A simple setup could be your device with an MQTT client publishing messages to IoT Hub, Azure Stream Analytics what is consuming these messages and sends the processed output to Power BI. There is a brief tutorial using an online Raspberry Pi simulator. If you connect your MQTT device as described in the docs and replace the Raspberry Pi Simulator, it should match your description.
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