Explanation
Graphical user interface, application Description automatically generated

Box 1: The monitored container
The monitored container has the data from which the change feed is generated. Any inserts and updates to the monitored container are reflected in the change feed of the container.
Box 2: The lease container
The lease container acts as a state storage and coordinates processing the change feed across multiple workers.
The lease container can be stored in the same account as the monitored container or in a separate account.
Box 3: The host: A host is an application instance that uses the change feed processor to listen for changes.
Multiple instances with the same lease configuration can run in parallel, but each instance should have a different instance name.
Box 4: The delegate
The delegate is the code that defines what you, the developer, want to do with each batch of changes that the change feed processor reads.
Reference:
https://docs.microsoft.com/en-us/azure/cosmos-db/change-feed-processor