That’s understandable. When new to the world of home automation you are confronted with dozens of technologies and methods you need to understand. Nonetheless, the best way to bet comfortable with them and to enjoy tinkering with your smarthome, you need to learn how XYZ (here: MQTT) works.
I’d advice to go back to MQTT Binding (v1.11) Getting Started 101 and go through the initial list of resources. There you’ll find the MQTT Essentials. An online article series containing everything you need to know. Nothing will replace the few minutes you invest reading these.
Could you please tell me how I get MQTT.fx to speak directly to my device?
There is no such thing. MQTT follows the publish-subscribe principle. Equal clients connect to a broker, then subscribe to topics and publish messages to topics. When a message is being published to a topic a client has subscribed, this client will then react on it. Therefore what you need to do to switch the Sonoff-Tasmota device is (see here) publish an “ON” or “OFF” payload message to the topic cmnd/DVES-A7FA7E/POWER.
That will become clear during the Essentials series.