HTTP, AMQP, and MQTT are the default protocols Azure IoT Hub supports for communication over the internet with devices or gateways. It could be possible that, in some scenarios, a few devices or field gateways might not be able to use one of these default protocols and will require protocol supports. In such cases, you can use a custom gateway. A custom gateway can enable a protocol wrapper for IoT Hub endpoints by bridging the traffic to and from IoT Hub, hence, avoiding any impact on your IoT implementation.
The Azure IoT protocol gateway is a framework for a protocol wrapper that is meant for scalable and bidirectional communication with IoT Hub.