When using Auth0, newly registered users will likely need to be stored somewhere in your own systems so that you can store more data about them. This means Auth0 needs to send data about users that register through its services to your own services.
Auth0 has what are called Rules, that allow you to write custom JavaScript that runs as a part of the authentication pipeline. These can be defined to send the user data to be stored in Hasura.
Auth0 will also provide the JWT that specifies exactly what roles a user has, like what they are permitted to see or update in the database. After configuring them, you can specify what roles can see or update what data inside of the Hasura console.