I want to tell, to Unreal Engine, that when the animation ends (at the moment of the Notify) it can enter the transition.
How do I connect the two?
Can’t work like that.
Notifies have no guarantee of ever running “at the end” or at any given time frame.
You can set a boolean in the animation graph based on the notify, and transition into the state when that boolean is set accordingly.
You’ll need something to switch that boolean back of or you’ll keep on being sent back to this state.
animation graph = Event Graph? 
I suppose it’s labeled event graph, but you have event graphs everywhere inside of any blueprint… the one you have to use here is (somewhat obviously) the animation blueprint one.
You should make a Blueprint Interface.
Inside the Interface create a new Function called “Breathing”, add an Input to this Function by creating a Bool Variable and call it “IsBreathing”.
Save and close Interface.
On the Animation Event Graph create “Breathing” Event.
Connect to SET IsBreathing (connect Bool link too), connect to Play Montage.
On the drop down menu of Play Montage, choose “IsBriefing_Montage” (or whatever you called it).
Then call “AnimNotify_BreathingEnd” event.
Connect to Stop Montage, connect to “Briefing” (Interface Call), connect TryGetPawnOwner to “Briefing” (Interface Call).
Connect to SET IsBriefing (set it on False = box unchecked).
On the State Machine in the Transition node, Get the IsBriefing Bool, connect to NOT node, connect to Result.
Hey TEKK3N BRO, regards and thanks for your answer!
I wonder here
what kind of Event do I have to create?
You should have a Briething Event (Red Node) available.