Hi Franc, welcome to the Cayenne Community.
To expand a little bit, this is the method that ognqn was referring to. In addition, we have a MQTT Library that lets you connect ESP devices through our 'Bring Your Own Thing' MQTT API
Soon we'll have support for this microcontroller natively in the Cayenne UI so you don't have to dig through all of these links to find information on it. In the meantime if you run into any trouble with the above methods, please let us know and we can help troubleshoot/answer questions.