A way is;
1 – Get the complete URL of the image (by a SAML response you can do a custom login logic to execute step 2 or 3)
2 – Save the Image from URL to the specialised Mx Object from image
3 – Do a SOAP/REST call wherein you map the image response into a specialised Mx Object from image; https://docs.mendix.com/howto/integration/consume-a-rest-service