The easiest way would be to run your Application on the SAP Cloud Platform (SCP). Because then you could install the Cloud Connector on your local system and create a tunnel between the SCP and your local Network. You can use that tunnel in an so called “Destination” on your SCP and access your systems. Your Mendix Application could then access the Destination and is able to connect to your on-premise systems.
Another way would be to use the Cloud Connector together with the (I think it is called) Cloud Platform Integration Service (CPI). The CPI is available over the internet and can be used to forward requests to your on-premise systems.