Workflow

First understand the principle, then test further with MQTTx, and finally implement it on the ESP8266. Following this order means that if you hit a problem, you can track it down right away.

Check Whether the Firmware Works

AT+MQTTUSERCFG=0,1,"ESP8266Client","myname","password",0,0,""
If it doesn't throw an error, it works.
If it errors out, that means the firmware doesn't support MQTT — please flash the following firmware:
All the rest of this series is explained based on that firmware. If you really don't want to use the firmware below, please don't watch this video.

The previous video covered how to use the ESP8266 for MQTT communication, but it used a computer to send the serial data to the ESP8266;
In this video, let's talk about how to use an STM32 to send data to the ESP8266 to achieve serial communication.

Create a Project

Project Settings

Fill these in according to your own project, then click Finish in the bottom-right corner.
Everything below is explained using API29.

A Tour of the Views

Project View - Directory Overview