An MQTT broker is a separate piece of software you have to run somewhere. Most people use mosquitto, but there are other versions/brands out there.
Server=Broker and can be used interchangeably.
Bridge = connect 2 different mqtt brokers together. Probably not needed for anything you will do.
So the MQTT server/broker address would be the address of the machine that is running the MQTT server/broker software - an rpi, docker container, other - wherever you decide to install it.
Your link is a python app that takes the genmon data and pushes it into an MQTT server (that you setup/install somewhere).
After the data is in the MQTT broker, then you would use Kevin's MQTT hubitat app to integrate it into hubitat.