In general, you should not care about this folder except you want to recompile ROS 2.
Follow this tutorial to install micro-ROS and then:
mkdir src
ros2 run micro_ros_setup create_firmware_ws.sh generate_lib
cp serial_transport_external.h firmware/mcu_ws/eProsima/Micro-XRCE-DDS-Client/include/uxr/client/profile/transport/serial/
touch firmware/mcu_ws/eProsima/Micro-XRCE-DDS-Client/src/c/profile/transport/serial/serial_transport_external.c
ros2 run micro_ros_setup build_firmware.sh ${PWD}/toolchain.cmake ${PWD}/colcon.meta
Here is a list of the relavant files:
colcon.meta
: Arguments used to configure individal ament packages.serial_transport_external.h
: Declaration of the external serial transport protocol.toolchain.cmake
: Toolchain configuration.