Shelly devices - How to start? Need MQTT?

Aside from the fact that for MQTT you will need a broker and some other technicalities that you can google, using MQTT to interact with shellies requires to parse (deconstruct) and compile a specific data format (json) that is expected as MQTT payload. If you are really interested you can read more details on how to implement that in the forum, e.g., here: Shelly Bulb via MQTT 2.4 - #9 by lipp_markus. But note that this links to an older post and some of the configs of things may have changed. The Shelly binding that exists since 2.5 (thank you @markus7017), will make your life much easier.