Hello @Shahanshah Alam ,
welcome to this moderated Azure community forum.
Devices can connect to the IoT Hub directly or after an IoT Hub is appointed to them using a Device Provisioning Service.
Using a Device Provisioning Service is recommended because it will make your IoT solution more flexible in case you need to migrate devices to another IoT hub.
Once an IoT Hub is appointed and the device has its own registration, it can start communicating.
An IoT Hub offers both device-to-cloud communication (eg. telemetry) and cloud-to-device communication (e.g. commands via the device twin direct methods, desired properties, or cloud messages).
This communication supports multiple protocols.
The recommended protocols are MQTT and AMQP.
If you want to build a proper IoT solution, learning about MQTT is a great investment.
HTTP is also possible as seen in this blog post.
Due to the 'stateless' nature of this protocol, it could take several minutes (10+) before a C2D command is retrieved.
Therefor, HTTP is not recommended and should be avoided in proper IoT projects.
If the response helped, do "Accept Answer". If it doesn't work, please let us know the progress. All community members with similar issues will benefit by doing so. Your contribution is highly appreciated.