Hi Lukas,
This can be done by setting the certificate the server provides as “valid” authority. To do this, you first need to download the (public) certificate, for example by browsing to the endpoint using a browser:
You can go to tab “Details” and then Export (I always choose .CER Base64 encoded).
Next step is to upload this certificate as Authority to your running appliction. I'm assuming you use the Mendix cloud, locally or on-premises it is somewhat different.
Go to the details of your environment, to the network-tab and scroll down to “Outgoing Connections Certificates” and click Add Authority.
Probably a restart is needed and now the certificate should be accepted to set-up a connection to that server.
Good luck!