You should not add data to a Mendix database manually, but you should always create objects on the server and have the server commit them in the database. Reference, for example, this thread and read what Jasper and Sebastiaan (both Mendix employees) have to say on this topic. Even though it's an old thread, the information is still relevant today: object ID's still have meaning and are reference from other tables, and you are likely to mess that up if you insert data directly into the database.
You are very likely to corrupt the Mendix-database, but in fact you can add data to a Mendix database directly via your database connector and if you generate the Mendix-specific id correctly, and no other entries are commited at the same time, then you are fine. The Mendix id starts with a table-id (first couple of 8 characters or so) then a record id. You will have to figure that out first. I think you are better of following Rom’s advice.
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What is your concern anyway? If you do mapping to Mx domain model, in general speaking, you