Hello @Oliver O ,
there are multiple approaches to make this work.
It all begins with the FooForwarder. This is a device that is connected to IoT Central. This can be as much as an ESP or even an Azure IoT Edge device (like a Raspberry Pi).
The messages sent by that forwarder will be picked up by IoT Central and eg. shown in a dashboard.
It's unclear how the communication between the FooForwarder and the three IoT devices is done (are these actual other devices or just three (analog?/digital?) sensors).
It's up to you to read telemetry from the sensors so the values can be sent to the cloud.
There are multiple SDKs available to program your direct internet-connected device or edge device so it can connect to IoT Central.
Note: The IoT Edge solution has a child device concept. This is for child devices that are capable to act as direct internet-connected devices.
The tutorial you refer to is not the easiest part to start with. Please check out the IoT Central modules and IoT edge modules first.