Hi Nithish, I am not going to give you a step by step process. If I wanted to, I would still need a lot of additional information to explain the context and type of external database.
However, here's an approach.
1) You will need a working interface that allows you to fetch the information from you external database.
If you don't know how to start here's a nice Learning Path about integrations
2) The search parameter that you want to fill in (and use in your interface), has to be part of the entity/object used as a page parameter. In the microflow that triggers the interface you either need to associate the list that is returned from the interface to the object that is the context of the page, or store the objects in a persistent entity.
3) De Datagrid2 on you page needs to get the data that is returned by the interface (via association or database, or microflow. depending on step 2)
4) the interface trigger microflow will need to refresh the object on your page to make sure the datagrid2 is also refreshed.
Hope this helps