I’ve not used it, but looking at the documentation you have a few options.
You can use their REST service. So to integrate with Mendix you could define import and export mappings and just use the built in Call REST action.
https://docs.mendix.com/howto/integration/consume-a-rest-service/
Another option is to use their Java SDK. You could use this to write your own Java Actions but this may be a bit more complex.
https://docs.mendix.com/howto/logic-business-rules/extending-your-application-with-custom-java/
Hope this helps.