Forgive me if I sound like I'm trying to over simplify things.
So your coordinator is the piece of hardware that listens for Zigbee devices. You typically plug your coordinator into your Pi or NUC on an extension cable and coupled with an add-on in Home Assistant or two, it will convert that to Mosquitto which is a Home Assistant readable format.
When you're going through things, just make as many threads as need be and people will offer advice. In the meantime, this video should help