MQTT broker address to connect to it

Hi, 

in the example "uMQTTBrokerSampleOOFull.ino" I try to connect with a remote client to the IP address that appears on the Serial Monitor as the AP (e.g. in my case it is 192.168.4.1) but it won't let me connect. 

Is that the address of the MQTT broker? How do I know the correct broker address and connect?

Thank you in advance.