Internally, IoT Central uses a Device Provisioning Service (DPS) instance, and an IoT Hub instance.
For a device to connect to an IoT Central application it must first connect to DPS. DPS returns the IoT Hub connection information to the device. The device can then connect to your IoT Central application.
Before you can call the DPS REST API, you need an access token. See https://learn.microsoft.com/azure/iot-dps/iot-dps-https-sym-key-support#create-a-sas-token for one way to do this. Note that the dps_id_scope is the ID scope value from your IoT Central application, dps_registration_id is the Device ID from your IoT Central application, and device_key is the Primary key from your IoT Central application. You can find these three values by selecting your device in IoT Central and then selecting Connect:
You now have a SAS token that you can use to complete the DPS registration process for your device. Note that you'll need to make two REST call to retrieve the IoT Central connection information, see: https://learn.microsoft.com/azure/iot-dps/iot-dps-https-sym-key-support#register-your-device
From the second call, you'll get the assigned IoT hub that's inside your IoT Central application.
You can now generate a SAS token for your device to use for communicating with your IoT Central application: https://learn.microsoft.com/azure/iot-dps/iot-dps-https-sym-key-support#create-a-sas-token-for-your-iot-hub
This document shows you how you can use the assigned hub and SAS token to connect to your IoT Central application: https://learn.microsoft.com/azure/iot/iot-mqtt-connect-to-iot-hub#using-the-mqtt-protocol-directly-as-a-device.