In the transparent gateway case, the requirements for devices / sensors are the same as if the device would connect directly to an IOTHub using its identity. That is, if the device or sensor supports to Azure IOTHub via MQTT, it should work through the transparent gateway. When configuring the device, instead of using a connection string for the Azure IOTHub itself, you'd use a connection string that references the local Edge gateway.
There are 3 basic steps to take in the transparent gateway scenario - the article you linked steps into them, but I'll add in some color for 2 and 3.
Set up the gateway for connectivity from the downstream devices & routing to the upstream IOTHub. This article has good details.
For each device, create an identity in Azure IOTHub, using the device's unique ID (for example, device EUI for a lorawan sensor) as the IOTHub DeviceId, and set up auth per this article. This step is where you determine the Edge gateway connection string.
Connect the downstream device to the gateway device and start sending messages. That's this article. This is obviously dependent on the device itself and the operating code/configs (whether a 3rd party black box type device or something running your own code).