AFAIK, webMethods Integration server cannot directly connect to Azure Event Hub (JMS) out of the box but you can write custom java code either by using native API of azure or JMS API’s.
Check if Azure supports the AMQP protocol if yes then you can go ahead with Universal Messaging as AMQP support is currently tested with the QPID library.
Let me know if you have any questions, I can share some more details.
#API-Management#webMethods#API-Gateway