Follow these steps here: https://docs.mendix.com/howto/integration/consume-a-rest-service/

In summary, there is a call REST action in a microflow where you can provide the url, parameters, headers, etc in your REST call as well as settings for the handling the response. If you need to store the response as a Mendix entity, then follow those steps to create an import mapping using a sample JSON/XML response and apply that as response handling in the REST call.