Applications use two primary mechanisms to send commands to IoT devices, cloud-to-device messaging and direct methods.
Applications send cloud-to-device messages to device-specific message queues on the IoT platform for devices to read when they're connected. The devices decide when to read the messages.
Applications invoke direct methods directly on connected devices, using a request-response pattern over dedicated IoT device endpoints.
This article discusses characteristics of cloud-to-device messaging and direct methods. The article also describes how to use direct methods with protocol gateways and connected standby devices.]
https://learn.microsoft.com/en-us/azure/architecture/example-scenario/iot/cloud-to-device