Sorry that I can’t be of more help here, but I found two Mendix resources that might help you gain an understanding of what you can do:
This one seems to guide you through getting connected to something like an AWS database.
This one seems to give information on how setting up on-prem Mendix would work in conjunction with SQL databases.
First of all, thank you very much for your kind reply, I really appreciate that.
At first glance the first link seems more towards a link to SAP database which is not my case, while the second one seems to be fitter; I'll read thoroughly both of them though.
Again, thank you very much!