Hello Venkat,
If you have an SAP instance, there are several ways to get the data.
There is the database connector toolkit, which can connect directly to a database with the appropriate credentials.
I would personally recommend having a web service layer between Mendix and your SAP instance. Here is some information about how to consume a web service. If your SAP instance supports SOAP or REST web service, then Mendix can communicate quite well.
Hope this helps,
Rob