As Roberto posted, a master details view is easily possible. Here is some documentation on how to do it https://world.mendix.com/display/howto25/Set+up+a+listen+target+for+a+data+view.
So in this example they have a data-grid of customers and the data-view below is listening to the grid above. So if you select a customer their details will be displayed in the data-view below.
In answer to your second question you are able to import the data from a SQL, Oracle or PostgreSQL database using an application from the app store. https://appstore.mendix.com/link/app/Database%20replication
This imports the data of the system, but not the structure. You have to map the data to your Mendix application so that it knows where to import it.
In regards to SSIS you can replicate similar behaviour to SSIS using Microflows, Webservices and the Database Replication application. You can also call Mendix Webservices from within SSIS.
I hope this helps.
About the Master / detail part: that is possible. - If you have a datagrid that lists the records of your entity A - And a dataview (also connected to your entity A) You can set the dataview property 'listen target' and choose your datagrid as listentarget.
Everytime you click a record in your datagrid, the dataview shows the content of this record.
About the import from external databases: I have no experience, but think there are possibilities. I would investigate the replication module (but am not sure if this has support for that)
EDIT
This is what the database replication method describes
The module enables you to replicate the data from a MSSQL, PostgreSQL or Oracle database into your Mendix database.
Thank you very much this information was really helpful and if I want to select one entity to data view and one entity to data grid is it possible to do so..
Thank you,
Regards Mohammed Siddiqui