You will hopefully find a lot useful information in How to get started (there is no step-by-step tutorial).
No one knows every in and out of openHAB. There are over 300 bindings, each of which supports it’s own unique in and out.
As suggested, you need to focus in one technology and have a basic understanding of how it works. Then you will be better positioned to make that technology work in openHAB. Your questions about MQTT will be answered by even a wikipedia level article on MQTT and MQTT is just one of those 300+ possible technologies that OH supports.