We use Nexmo for sending out SMS reminders for clients (mainly payments). 
I would like to achieve the following:

1. When a client reply to the text message -> Open a ticket in our Zendesk Support. 
2. Ideally - the requester would be the phone number that sent the reply (but i am ok with having all the replies will from the requester =  Nexmo)
3. Replying to the ticket will send out a text back - I was able to get it kind of working a target calling Nexmo API. 

Nexmo's support suggested that I will create a webhook for inbound SMS - does anyone can point me in the direction on how to go about doing it?  Does anyone have a different idea? 

Using Zendesk to send the original SMS  is currently not an option. 

Appreciate any help