It depends on your company IT architecture. Assuming your Mendix app runs in the cloud, the most common and best way I believe is, you actually deploy your Mendix app in the SAP Cloud. For the on-premise SAP instance an OData service has to be created on the Gateway. To make this service available to Mendix running in the SAP cloud, the SAP cloud connector has to be set up.
For this architecture there is ample documentation on the forum and Mendix site. If you can’t use the SAP cloud nor cloud connector, you would have to walk another road..