How can we subscribe to an event in Lightning component?

Hi NIkita,

Subscribe to platform events with the empApi component in your Lightning web component or Aura component. The empApi component provides access to methods for subscribing to a streaming channel and listening to event messages.
The empApi component uses a shared CometD-based Streaming API connection, enabling you to run multiple streaming apps in the browser.

For more check:- https://developer.salesforce.com/docs/atlas.en-us.platform_events.meta/platform_events/platform_events_subscribe_lc.htm