Yes, in this case you should create a subclass of BackendlessBroadcastReceiver. To see a working example of that approach you can do the following:
Login to Backendless Console and select your app
Click Code Generation
Select Android
Select between Eclipse and IntelliJ IDEA
Click "Sample chat" in the Messaging box
Download project.
In the downloaded project source code you will find the PushReceiver class. It is a custom broadcast receiver which inherits from BackendlessBroadcastReceiver.