A broker is a member of a stock exchange, who is permitted to do equity trades in there. Broker is enrolled member of the exchange and is registered with SEBI.
In other word broker is an intermediate person (or a company) between an investor and a stock exchange. They buy & sell shares and other securities for investors in stock market.
Please note that an investor cannot direct deal with stock exchange.
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KYC is one time exercise while dealing in securities markets – once KYC is done through a SEBI registered intermediary (broker, DP, Mutual Fund etc.), you need not undergo the same process again when you approach another intermediary.