Rajat,
I had a quick look and it seems that you can interact with the AWS Data Lake offering via a REST API. So the answer to your question is yes. You'll need to build the integrations you need in Mendix. Here is an introductory example of how to interact with a REST service from your Mendix app: https://docs.mendix.com/howto/integration/consume-a-rest-service
Hope that gets you started,
Mike