Hello @氏 宋,
welcome to this moderated Azure community forum.
As @Sedat SALMAN already explained, the Azure IoT Hub is your cloud gateway where devices can send data to in a secure way using their own identity. Over the same communication channel devices can receive custom messages from the cloud to react on.
If you want to connect logic to the IoT Hub, you need to register a device identity and use it in your custom code.
The easiest way to start is using device SDKs for languages like Python or C#.
Incoming messages can automatically be routed to other Azure services like blob storage, CosmosDB, EventHub etc.
Check out these free MS Learn training modules about eg. IoT Hub or connecting a device.
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