MQTT is based on clients communicating with a server, often called a "broker". A client may be either a publisher of information or a subscriber. Each client can connect to the broker.
The MQTT connector works with any supported MQTT broker.
To be able to see messages sent by Niagara through the broker you will need another client. You can use this application https://mqtt-explorer.com/
(Or you can use your own application)
Step 2 Set up the MQTT connector for devices, points and references