Hello @Quentin STRINATI,
welcome to this moderated Azure community forum.
It is not simple to explain in this answer how to connect a (local) MQTT broker, retrieve data from it and have that data being send to the cloud via Azure IoT (or Azure IoT Central) if you have no experience with Azure IoT or MQTT.
The documentation of Azure IoT is quite good and maintained well due to contributions from readers.
I suggest you first learn about Azure IoT in general before you dive into your own project.
These free MS Learn learning modules about Azure IoT will certainly help.
Regarding your question, check out this blog post with an Azure IoT Edge approach.
There you see how a custom Azure IoT Edge module is acting as a bridge between a regular (Mosquitto) MQTT broker and the cloud:
Keep in mind you need to gain knowledge about topics like IoT Hub, Azure IoT Edge, custom containers, message routing on the edge and enrollment of docker containers via the Azure IoT deployment manifest.
The good news is that this can work for you.
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