To run this file, Install ESP32 Package in your Arduino IDE. Programming Esp32 in Arduino IDE Implementation guide
On your Arduino IDE Install Adafruit_MQTT.h library from the library manager
Make sure you have active internet connectivity and that you are aware of the network SSID name and Password. Make sure you have created Adafruit IO account, create a feed or a dashboard. Adafruit IO
Get to know more about MQTT IoT Protocol from HiveMQ HiveMQ