If you can get your structure in a xml format, you can you the import web service/XML option in the domain model:
Don’t mix domain model and database. A domain model has entities and associations and is (should be) understandable/readable by business and (citizen) developers. A database is technical, so under the hood Mendix will manage the database based on your domain model.
So my advice is to generate one or more domain models based on your domain needs instead of starting from an external existing database.