As far as i am aware there are no influx db specific connectors available for Mendix yet, but Mendix allow you to interface with any api quickly. The influxdb api mentioned here https://v2.docs.influxdata.com/v2.0/write-data/ sounds like a reasonable way.
As soon as you got this working, this may be a good candidate for a new appstore component!
In case you haven't done already, i do suggest doing some mendix learning paths before starting this integration. It is quick.
Sorry but this is not a question people can just answer.
Do you want to use it as the database used by Mendix or as external database?