Hello @Omar Cruz,
welcome to this moderated Azure community forum.
Message flowing through the Azure IoT Hub have a message body and optionally (user) properties which are nice as a context.
The IoT Hub adds system properties like the iothub identification, the device ID and even the Module id is applicable.
So technically, it's the device ID you are looking for.
In that data explorer page, select 'Event properties' at the bottom. There you see the (user) properties and system properties.
I'm not sure but maybe the IoT Hub message enrichment can be used to push the deviceid in the user properties too.
It depends on your tooling if you can read these properties.
Azure Stream Analytics can touch both user and system properties.
Azure Data Explorer only knows about the system properties.
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.