If you need to do it only once; export the SQL data table to a csv file via your database program of choice (pg admin for Postgres, SSMS for SQL Server, etc) and use the flat file import module from the AppStore.
If you need to do this on a more regular basis then your best bet is to set up a connection with this database with the database connector module from the AppStore. This module can run SQL statements and get the results into your Mendix app.
Another alternative is to convert the data to Excel and use the Excel importer from the app store. I typically import the data into an import table without any conversions and then process the data from that table into the target tables using Microflows.
Third alternative is converting the data to an Excel and create a new app using based on this excel sheet. The data will be in your app immediately.