You do indeed need to install an MQTT broker like mosquitto. openHAB is just an MQTT client, not a broker unto itself.
The MQTT Persistence binding is a way to publish all updates/changes/periodically the states of your Items to an MQTT topic. So instead/in addition to setting up rrd4j, you can set up mqtt persistence. It is one way to expose all or select parts of what is happening inside your openHAB to the outside world via MQTT. NOTE that this communication is only one way. openHAB only publishes events, it does not receive through the MQTT Persistence binding.
The MQTT Binding is used to bind Items to topics in order to send AND receive messages and populate the states of your Items. The MQTT Binding is used FAR more often than the Persistenec binding and is almost certainly the one you want to use.
No, rrd4j is embedded (at least it was for OH 1) requiring no additional installation. What didn’t work?
NOTE: There are limitations with rrd4j including: can only save numbers, usually only works when you save values at least once per minute.
I’m no expert on OH 2 yet. My understanding though is that the config files have been broken out into separate files so I would expect you would either configure it through PaperUI or through a file named something like mqtt.conf.
Unfortunately, the “Installing an Extension” part of the tutorial is not yet written. But this post should be helpful: