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When creating the Event Hub you obtain the Namespace and Event Hub name. For the other 2 fields required for authentication, the SAS Key Name and the SAS Key, you can see this article on how to obtain a connection string, and get the values from that connection string. The connection string template looks like this:
Endpoint=sb://<FQDN>/;SharedAccessKeyName=<KeyName>;SharedAccessKey=<KeyValue>
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The Azure Events Hub connector run on either Windows or Linux.