From PI you need to understand what protocol does WMQ supports and based on that from the list of available adapters you will choose the relevant and what data does WMQ expects based on that your structure will be created in ESR and mappings etc.....PI accepts data from ECC using proxy/RFC/IDOC if this is a brand new solution which needs to built from scratch proxy is the best option.
hope i have given few info based on your Q revert back for any clarifications
Thanks
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