In API Reference on IoT DevKit Docs developer should have an explanation how to use DevKitMQTTClient.
For example, how to use these functions and what's really mean each one function(based on IoT Hub documentation)
DevKitMQTTClient_SetSendConfirmationCallback(sendConfirmationCallback);
DevKitMQTTClient_SetMessageCallback(messageCallback);
DevKitMQTTClient_SetDeviceTwinCallback(deviceTwinCallback);
DevKitMQTTClient_SetDeviceMethodCallback(deviceMethodCallback);