Well, of course it's not happening: you get data, create a new object and commit that object. You ignore the data you have retrieved. You may find this module useful: it show you how to present the retrieved data in the user interface. Once the data is in an object which you can present in the user interface, it is easy to persist it in your database.
If your REST request uses an Import Mapping for the Response, you can set this to automatically commit the returned entities to the database.