Hi George,
Reading the documentation, I believe this would be a matter of creating an Anonymous page with the parameters provided by the provider. Something like this - I used the first 3 parameters as an example, but you might want to implement all of them:

Then in your Preparation, you can read the data and interpret it as you require.
Since your provider only specifies that they will send the data in a GET request, it might also be possible to implement this as a REST API, depending on what exactly they support.
However, it concerns me that there appears to be no authentication of any sort available. This means that if a bad actor discovers this URL, they can send requests and there's no obvious way to tell if they're legitimate. Regardless of the way you implement this callback, it might be prudent to find a way to secure the communication between yourself and the provider, if possible.