Custom API - From Essendex Text Platform to Zendesk Ticket

Hi,

I'm not a developer, just a Zendesk product owner/admin for my company.... please bear with me!  I've got code from a company we work with called Essendex who specialise in text messaging.  We want the push notifications for replies received to come direct to Zendesk rather than going via outlook and being forwarded on to our Zendesk domain.  I've looked at doing this via Zapier, but it would not be financially viable. 

Where would I being with placing this code in Zendesk in order to achieve what I'm looking for?  I've been advised that it wouldn't be in the console.

Below is the code Essendex provide for the integration:

<InboundMessage>

        <Id>{guid-of-push-notification}</Id>

        <MessageId>{guid-of-inbound-message}</MessageId>

        <AccountId>{guid-of-esendex-account-for-message}</AccountId>

        <MessageText>{Message text of inbound message}</MessageText>

        <From>{phone number of sender of the message}</From>

        <To>

            {phone number for the recipient of the inbound message

            (the virtual number of the Esendex account in use)}

        </To>

    </InboundMessage>

Any help is gratefully received!