I did not try it myself but there are couple of learning paths in Mendix Academy that demonstrates how to Build a MindSphere app with Mendix and Build a MindSphere App - Continued. Please have a look into them to more details, if you are new to developing app in Mendix than I will recommend to go through some basic learning paths before looking into mindSphere learning paths,
Hope this helps!
If your device is not delivering data, you can also ingest data via API call. The time series API introduced in the learning path has a PUT command as well. Within Mendix you need than a JSON file and an Export Mapping (I guess there is a tutorial in the academy about Export Mapping as well).