MQTT

I am trying out the PubSub Library and testing one of the included examples,
mqtt_esp8266. I have managed to start the transmission of the message " Hello world"
to the mqtt-server, but there is no trace of an answer ... which puts me to the second
question : how can this MQTT-server access my Arduino connected to a router that has
a firewall actvated ???

Karl

which puts me to the second
question : how can this MQTT-server access my Arduino connected to a router that has
a firewall actvated

It can't. Your Arduino has to connect the server, the server will never contact a client by itself as it has no clue about clients that aren't connected yet.

I have managed to start the transmission of the message " Hello world"
to the mqtt-server, but there is no trace of an answe

How do you check that? Do you sniff on the network? Or do you expect a specific answer?