You connect as a device -> import ibmiotf.device. A device can send events and receive commands. It can't receive events. To do this you need to connect as an application. You will import ibmiotf.application and have something like:
options = ibmiotf.application.ParseConfigFile(configFilePath)
appClient = ibmiotf.application.Client(options)
The config file should be like:
Where the auth-key/auth-token comes from the Apps part of your platform. You'll have to generate a set to connect as an application. The auth-method should be left as apikey.
That will list every event that arrives to your platform. You can make it more granular. See the api guide which also references a sample app on github.