Mendix databases are pretty specific with some meta information stored in the database, so I don't think you'll be able to do this in a reasonable amount of time by just converting the database. I would look at options like the database importer module in the App Store or some other way of importing the data into your Mendix application.
Just to get a grasp of the difficulties you'd have to go through if you take the route of converting the database, check https://forum.mendix.com/questions/4441/Insert%20records%20in%20database%20using%20SQL