ah, sorry for the misunderstanding.
From my understanding we would have to make both a full blown client application that interacts with a callback. The subscription post is confirmed with 202 and then twitch send a GET to the callback at which point we need to ensure we have an endpoint to handle it.
In my case, I need to make both a web application (with its own api for a GET endpoint from twitch) and a unity application.
Time to make an API I guess?