Hosting you MQTT Server
There are several different choices for your MQTT server when setting up MQTT proxy.
Dedicated Services
There are many companies who provide inexpensive MQTT hosting, such as HiveMQ. You can quickly get access to a cloud-based server, although a subscription will be required.
Many IoT providers offer MQTT services.
Cloud Servers
You can fairly quickly set up your own private MQTT server via a virtual machine through services such as DigitalOcean, Amazon Web Services, Azure or Google Cloud.
We'd suggest running a Linux VM with Mosquitto as your server. See this example for how it can be done.
Local Server
If you are able to open firewall ports, it's also possible to launch your own Mosquitto service on your own PC.
Install Mosquitto on either Windows or Linux, sign in to your router/firewall and forward the port that Mosquitto is listening on (1883 by default).
You'll then need to make sure the Source machine is connected to your public IP address, which you can get from web sites such as www.whatismyip.com.
Note that in some environments, your IP address will change over time.