Depends on what you want and your knowledge.
Setting up a free CloudMQTT account is the easiest way to get started with a MQTT broker. Here you just create the broker, add usernames for each device and the L&P app and you are good to go.
You can use my MQTT broker for Homey, but then you would need some knowledge about port forwarding and possibly things like dynamic dns and TLS certificates.
I made a guide regarding setting up the broker on Homey MQTT Broker for Homey
