Hi Paweł
If there are no connectors in the marketplace for Microsoft Dynamics365 you probably need to build your own (or hire someone to do it for you). A quick search in the Microsoft documentation shows that it also exposes an ODATA endpoint: https://learn.microsoft.com/en-us/dynamics365/fin-ops-core/dev-itpro/data-entities/odata which might be a good place to start looking for more options to connect D365 with Mendix (as Mendix can consume these REST endpoints).
With kind regards,
Stephan