How to consume all messages in a netwok of brokers.

I have been configuring a netwok of brokers, so that all the messages are
consume.

I have 4 brokers connected between them, but, my consumer get messages from
only one broker. Not all the messages are consumed, because a lot of
messages pass to the next broker.

Does it exist any configuration for avoid this problem?

Does the number of consumers have to be incremented per broker?

Regards