I suggest the following steps;

1. Take the rapid developer course to understand how Mendix works: 
   https://academy.mendix.com/link/paths/31/Become-a-Rapid-Developer 
2. Download the Database connector from the appstore: 
   https://marketplace.mendix.com/link/component/2888/
3. Read the related documentation: 
   https://docs.mendix.com/appstore/connectors/database-connector 
4. Implement it according to your use case
5. If you get stuck on 4, ensure that you know your use case so that you can ask a question with details