Hi Reshman,
You can use the database connector module in the app store.
https://appstore.home.mendix.com/link/app/2888/Mendix/Database-Connector
Here is a link to the test project to help getting it setup.
https://github.com/mendix/database-connector
Hope this helps!
you can use data base Replication module from Appstore, using which you will be able to get all data and put it into Mendix Database into respective tables